N-MFP3 0000856517 XXXXXXXX 2026-09-30 Federated Hermes Money Market Obligations Trust 0000856517 25490005VWJDWX717014 FEDERATED HERMES GOVERNMENT OBLIGATIONS FUND 254900VAJ9169N7JRF45 S000009536 11 N N 033-31602 Federated Investment Management Company 801-34612 KPMG LLP Boston MA Federated Administrative Services SS&C GIDS, Inc. 0000275143 084-00896 N N N Government N N 36 99 114242010630.44 135508710630.44 .6393 .7584 2026-09-01 117531863837.57 136998563837.57 .6518 .7597 2026-09-02 118658022179.26 136459722179.26 .6600 .7590 2026-09-03 115447977636.43 135604677636.43 .6450 .7576 2026-09-04 112637807002.86 134609507002.86 .6329 .7564 2026-09-08 113642057145.28 134056657145.28 .6400 .7549 2026-09-09 111788614546.92 132803214546.92 .6340 .7532 2026-09-10 108377141349.61 131989741349.61 .6199 .7549 2026-09-11 109015824970.61 130528424970.61 .6288 .7529 2026-09-14 107194315920.27 128514015920.27 .6256 .7500 2026-09-15 116214592176.53 128088292176.53 .6800 .7494 2026-09-16 106927756581.98 128175456581.98 .6253 .7496 2026-09-17 107180502546.18 127991002546.18 .6265 .7481 2026-09-18 106969565732.00 128079065732.00 .6250 .7483 2026-09-21 109242341212.28 128301841212.28 .6375 .7487 2026-09-22 109194215508.65 128453715508.65 .6367 .7490 2026-09-23 108151184948.75 128446884948.75 .6306 .7490 2026-09-24 107412274114.72 128284274114.72 .6268 .7486 2026-09-25 111101182373.62 130323182373.62 .6408 .7517 2026-09-28 116075522376.12 133397522376.12 .6578 .7560 2026-09-29 117727206097.88 137549206097.88 .6519 .7616 2026-09-30 4957913904.17 175176981614.25 175237691106.28 402518610.40 3370223013.81 177227900607.04 177280359596.41 Y 1.0000 .0374 2026-09-01 .0374 2026-09-02 .0374 2026-09-03 .0374 2026-09-04 .0373 2026-09-08 .0373 2026-09-09 .0373 2026-09-10 .0373 2026-09-11 .0372 2026-09-14 .0372 2026-09-15 .0373 2026-09-16 .0374 2026-09-17 .0376 2026-09-18 .0383 2026-09-21 .0385 2026-09-22 .0388 2026-09-23 .0389 2026-09-24 .0389 2026-09-25 .0391 2026-09-28 .0392 2026-09-29 .0392 2026-09-30 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 N N Institutional Shares C000026060 500000.00 33384557926.40 33394439667.16 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 576015429.21 677415359.00 2026-09-01 759060169.20 322278373.55 2026-09-02 516963802.95 549612458.37 2026-09-03 303559124.80 318272386.64 2026-09-04 462779132.56 435589904.64 2026-09-08 513117648.34 397919076.23 2026-09-09 927924189.06 355732949.51 2026-09-10 372245672.53 1010573893.89 2026-09-11 438562800.31 466478942.16 2026-09-14 698444977.41 624940387.12 2026-09-15 912859147.76 489426674.39 2026-09-16 624951244.22 773227932.75 2026-09-17 440820086.49 789447968.07 2026-09-18 369838929.57 317411030.76 2026-09-21 341744490.09 281384710.67 2026-09-22 730930812.58 530445966.78 2026-09-23 360806286.09 255343962.71 2026-09-24 337612595.77 485838848.31 2026-09-25 758883173.50 993442490.80 2026-09-28 483760975.61 445983448.10 2026-09-29 486135140.34 810826442.45 2026-09-30 11417015828.39 11331593206.90 .0354 2026-09-01 .0353 2026-09-02 .0353 2026-09-03 .0353 2026-09-04 .0353 2026-09-08 .0353 2026-09-09 .0352 2026-09-10 .0352 2026-09-11 .0352 2026-09-14 .0352 2026-09-15 .0352 2026-09-16 .0354 2026-09-17 .0356 2026-09-18 .0363 2026-09-21 .0365 2026-09-22 .0367 2026-09-23 .0368 2026-09-24 .0369 2026-09-25 .0371 2026-09-28 .0372 2026-09-29 .0372 2026-09-30 Y 2170848.00 Broker-dealer .1868 .0000 Broker-dealer .1239 .0000 Broker-dealer .0537 .0000 Depository institution or other banking institution .0683 .0000 Depository institution or other banking institution .0783 .0000 N Service Shares C000026061 500000.00 12776093627.93 12779875317.82 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 113256014.80 324540304.59 2026-09-01 108402797.68 73190255.69 2026-09-02 155560400.92 39489796.24 2026-09-03 125839359.48 145521056.14 2026-09-04 155380455.27 73975930.95 2026-09-08 122406533.85 82952408.60 2026-09-09 161868365.71 94871174.09 2026-09-10 198569059.78 109977401.33 2026-09-11 94319821.51 288325089.89 2026-09-14 212026432.39 293568013.79 2026-09-15 192769355.88 84903581.14 2026-09-16 116496868.32 54483113.22 2026-09-17 170039051.78 516828450.42 2026-09-18 197013491.68 49325678.30 2026-09-21 142864011.26 60671687.01 2026-09-22 143100050.73 164363876.56 2026-09-23 169291338.93 162522681.57 2026-09-24 78430179.58 278572810.37 2026-09-25 223719613.44 35506456.91 2026-09-28 118058244.93 228845665.33 2026-09-29 289554436.43 53478229.20 2026-09-30 3288965884.35 3215913661.34 .0332 2026-09-01 .0332 2026-09-02 .0332 2026-09-03 .0332 2026-09-04 .0331 2026-09-08 .0331 2026-09-09 .0331 2026-09-10 .0331 2026-09-11 .0331 2026-09-14 .0331 2026-09-15 .0331 2026-09-16 .0332 2026-09-17 .0334 2026-09-18 .0341 2026-09-21 .0343 2026-09-22 .0346 2026-09-23 .0347 2026-09-24 .0348 2026-09-25 .0350 2026-09-28 .0350 2026-09-29 .0351 2026-09-30 Y 813787.00 Depository institution or other banking institution .0945 .0000 Depository institution or other banking institution .1539 .0000 Depository institution or other banking institution .0514 .0000 Depository institution or other banking institution .2136 .0000 N Trust Shares C000026062 500000.00 1888092466.71 1888651337.08 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 21003136.53 2363054.38 2026-09-01 4296524.95 33135745.37 2026-09-02 16360079.08 2889905.12 2026-09-03 18571862.46 6548120.36 2026-09-04 49884104.57 1795978.26 2026-09-08 52022275.32 9487170.65 2026-09-09 1457759.41 40384354.26 2026-09-10 87680587.97 10688491.94 2026-09-11 19002275.17 1150367.51 2026-09-14 4644115.88 246811100.80 2026-09-15 8077568.85 10904111.73 2026-09-16 16452213.45 5192689.32 2026-09-17 2637070.94 12037446.18 2026-09-18 20766797.18 2207744.03 2026-09-21 3235791.57 3799532.76 2026-09-22 20696961.27 10753546.97 2026-09-23 10990420.85 6770890.57 2026-09-24 16304343.76 7863251.39 2026-09-25 9864662.15 1485480.77 2026-09-28 34166594.22 5590300.03 2026-09-29 2110214.43 55976675.70 2026-09-30 420225360.01 477835958.10 .0306 2026-09-01 .0306 2026-09-02 .0306 2026-09-03 .0306 2026-09-04 .0305 2026-09-08 .0305 2026-09-09 .0305 2026-09-10 .0305 2026-09-11 .0305 2026-09-14 .0305 2026-09-15 .0305 2026-09-16 .0306 2026-09-17 .0309 2026-09-18 .0315 2026-09-21 .0317 2026-09-22 .0320 2026-09-23 .0321 2026-09-24 .0322 2026-09-25 .0324 2026-09-28 .0324 2026-09-29 .0325 2026-09-30 Y 125202.00 Depository institution or other banking institution .2053 .0000 Depository institution or other banking institution .0599 .0000 Depository institution or other banking institution .0770 .0000 Retail investor .1604 .0000 Retail investor .2380 .0000 Retail investor .0920 .0000 N Capital Shares C000026059 500000.00 7153740297.39 7155857785.58 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 19909193.05 211929071.25 2026-09-01 1946545.37 19333739.74 2026-09-02 1624468.67 29631005.60 2026-09-03 8726767.09 18052055.56 2026-09-04 7054025.55 58503894.59 2026-09-08 2241055.09 16111929.88 2026-09-09 44823181.90 7151137.15 2026-09-10 23855777.34 9632023.31 2026-09-11 13935844.41 35822265.94 2026-09-14 6257927.38 56001645.56 2026-09-15 6601065.20 62747001.54 2026-09-16 14742625.73 198402291.26 2026-09-17 6839482.45 9361323.09 2026-09-18 34817851.45 2592600.82 2026-09-21 13461985.48 7197076.81 2026-09-22 9072447.01 65826401.69 2026-09-23 138548615.60 10207812.96 2026-09-24 41214333.48 49540609.72 2026-09-25 304722152.08 15876357.47 2026-09-28 58395138.15 79489829.60 2026-09-29 14372018.63 257382042.15 2026-09-30 773162501.11 1220792115.69 .0343 2026-09-01 .0343 2026-09-02 .0343 2026-09-03 .0343 2026-09-04 .0343 2026-09-08 .0343 2026-09-09 .0342 2026-09-10 .0342 2026-09-11 .0342 2026-09-14 .0342 2026-09-15 .0342 2026-09-16 .0344 2026-09-17 .0346 2026-09-18 .0353 2026-09-21 .0355 2026-09-22 .0357 2026-09-23 .0358 2026-09-24 .0359 2026-09-25 .0361 2026-09-28 .0361 2026-09-29 .0362 2026-09-30 Y 465761.00 Depository institution or other banking institution .7669 .0000 Depository institution or other banking institution .0548 .0000 Depository institution or other banking institution .1073 .0000 N Premier Shares C000151096 5000000.00 99203962863.24 99233326973.61 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 2234399239.62 2935454317.52 2026-09-01 1718495915.42 2534207779.37 2026-09-02 2223511866.41 1806572032.86 2026-09-03 1590139432.07 2130884094.36 2026-09-04 1363657182.18 1426875571.10 2026-09-08 1038230691.47 3076405015.55 2026-09-09 2246614123.50 2605353227.47 2026-09-10 1820663786.48 2312355898.60 2026-09-11 920530973.42 2367080353.68 2026-09-14 2121289136.30 2068761811.10 2026-09-15 1529684106.10 2237879770.90 2026-09-16 1473105072.95 1104215150.97 2026-09-17 1286810407.28 1263887870.84 2026-09-18 2031434926.27 1741549327.56 2026-09-21 1013694900.46 1436416267.30 2026-09-22 1564929755.92 1653436939.41 2026-09-23 1243555208.41 1373118499.80 2026-09-24 1543996318.26 1132921008.19 2026-09-25 2912216376.90 1410412430.49 2026-09-28 2555023474.84 2443611585.99 2026-09-29 3063462827.52 1169065250.14 2026-09-30 37495445721.78 40230464203.20 .0358 2026-09-01 .0358 2026-09-02 .0358 2026-09-03 .0358 2026-09-04 .0358 2026-09-08 .0358 2026-09-09 .0357 2026-09-10 .0357 2026-09-11 .0357 2026-09-14 .0357 2026-09-15 .0357 2026-09-16 .0359 2026-09-17 .0361 2026-09-18 .0368 2026-09-21 .0370 2026-09-22 .0372 2026-09-23 .0373 2026-09-24 .0374 2026-09-25 .0376 2026-09-28 .0376 2026-09-29 .0377 2026-09-30 Y 6275553.00 Depository institution or other banking institution .0832 .0000 Depository institution or other banking institution .0740 .0000 Depository institution or other banking institution .1575 .0000 Depository institution or other banking institution .0967 .0000 Depository institution or other banking institution .0811 .0000 N Cash Series Shares C000157039 10000.00 7351398567.22 7353574561.73 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 38255713.87 15926749.48 2026-09-01 24201308.03 28321908.79 2026-09-02 12078713.53 32167054.95 2026-09-03 18393485.61 15280568.73 2026-09-04 17661734.69 38018246.62 2026-09-08 19800415.96 12037133.44 2026-09-09 12993741.85 21764243.12 2026-09-10 38961138.74 25042142.89 2026-09-11 17186445.79 57100438.66 2026-09-14 30723530.79 9824877.37 2026-09-15 13811013.10 18295749.63 2026-09-16 10146662.67 15900456.24 2026-09-17 10852063.06 20376862.91 2026-09-18 17450182.50 18161587.04 2026-09-21 16000811.02 10654650.00 2026-09-22 22203592.78 11731194.52 2026-09-23 9945496.74 19701010.86 2026-09-24 14391373.24 18716496.25 2026-09-25 22285547.70 19625092.44 2026-09-28 40193028.75 16659307.63 2026-09-29 19674361.58 22296851.25 2026-09-30 427210362.00 447602622.82 .0273 2026-09-01 .0273 2026-09-02 .0273 2026-09-03 .0273 2026-09-04 .0272 2026-09-08 .0272 2026-09-09 .0272 2026-09-10 .0272 2026-09-11 .0272 2026-09-14 .0272 2026-09-15 .0272 2026-09-16 .0273 2026-09-17 .0276 2026-09-18 .0282 2026-09-21 .0285 2026-09-22 .0287 2026-09-23 .0288 2026-09-24 .0289 2026-09-25 .0291 2026-09-28 .0291 2026-09-29 .0292 2026-09-30 Y 473109.00 Depository institution or other banking institution .9078 .0000 N Cash II Shares C000157038 25000.00 799129253.19 799365793.33 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 4041959.77 4161150.74 2026-09-01 7544897.98 706675.25 2026-09-02 919674.49 4624526.57 2026-09-03 3288597.06 786367.35 2026-09-04 418555.90 4299520.91 2026-09-08 3035268.90 396591.65 2026-09-09 9622295.48 1475616.48 2026-09-10 4215365.52 994056.16 2026-09-11 4764158.98 4568577.62 2026-09-14 777635.49 8013014.86 2026-09-15 2076829.65 432048.65 2026-09-16 3011194.72 684789.08 2026-09-17 7314113.13 2380992.79 2026-09-18 14735267.28 3691269.12 2026-09-21 4442136.99 1504514.56 2026-09-22 10818509.75 3512609.29 2026-09-23 6201149.45 19629162.17 2026-09-24 18258671.59 892132.79 2026-09-25 1118173.60 12356759.67 2026-09-28 4028943.76 7731723.97 2026-09-29 3595289.90 8090423.34 2026-09-30 114228689.39 90932523.02 .0290 2026-09-01 .0290 2026-09-02 .0290 2026-09-03 .0290 2026-09-04 .0289 2026-09-08 .0289 2026-09-09 .0289 2026-09-10 .0289 2026-09-11 .0289 2026-09-14 .0289 2026-09-15 .0289 2026-09-16 .0291 2026-09-17 .0293 2026-09-18 .0300 2026-09-21 .0302 2026-09-22 .0304 2026-09-23 .0305 2026-09-24 .0306 2026-09-25 .0308 2026-09-28 .0309 2026-09-29 .0309 2026-09-30 Y 51083.00 Depository institution or other banking institution .7658 .0000 Broker-dealer .0688 .0000 N Select Shares C000168188 1000000.00 1723975731.49 1724486023.74 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 4872492.45 7751062.19 2026-09-01 14570635.14 20647859.41 2026-09-02 3662803.84 16890268.58 2026-09-03 16583077.43 6117745.57 2026-09-04 7277663.98 3433236.76 2026-09-08 2547150.93 19304653.27 2026-09-09 7307958.21 19136364.86 2026-09-10 21083371.28 5317411.95 2026-09-11 5242233.48 40156583.07 2026-09-14 4694206.04 15060094.20 2026-09-15 9015248.78 7268253.65 2026-09-16 20545286.25 4720947.31 2026-09-17 17499466.17 15590084.42 2026-09-18 172117669.30 6051382.97 2026-09-21 1818696.06 8661467.12 2026-09-22 6101196.67 8715773.53 2026-09-23 62991412.94 26808608.15 2026-09-24 13130958.36 3573041.69 2026-09-25 1040008.26 39680509.62 2026-09-28 38389694.40 24962064.67 2026-09-29 5073379.20 19742442.64 2026-09-30 435564609.17 319589855.63 .0355 2026-09-01 .0355 2026-09-02 .0355 2026-09-03 .0355 2026-09-04 .0355 2026-09-08 .0355 2026-09-09 .0354 2026-09-10 .0354 2026-09-11 .0354 2026-09-14 .0354 2026-09-15 .0354 2026-09-16 .0356 2026-09-17 .0358 2026-09-18 .0365 2026-09-21 .0367 2026-09-22 .0369 2026-09-23 .0370 2026-09-24 .0371 2026-09-25 .0373 2026-09-28 .0373 2026-09-29 .0374 2026-09-30 Y 105096.00 Depository institution or other banking institution .3618 .0000 Depository institution or other banking institution .0897 .0000 Depository institution or other banking institution .2113 .0000 Broker-dealer .1170 .0000 Broker-dealer .1082 .0000 N Advisor Shares C000190786 1000000.00 7978604828.10 7980966474.01 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 97285925.26 70836969.72 2026-09-01 55866650.38 71614373.54 2026-09-02 64518797.62 74391352.54 2026-09-03 77811789.04 156111748.09 2026-09-04 47680115.38 34529025.70 2026-09-08 26387421.54 180306108.05 2026-09-09 37484138.52 124356768.83 2026-09-10 24648533.27 61791301.81 2026-09-11 28541095.96 35100658.36 2026-09-14 35356942.04 44877960.28 2026-09-15 36062921.39 63105925.22 2026-09-16 114380843.16 24084702.66 2026-09-17 47416216.13 46513832.51 2026-09-18 63400448.11 43758326.77 2026-09-21 71838542.37 87609690.20 2026-09-22 51276859.26 58560615.65 2026-09-23 42421618.23 67909207.54 2026-09-24 36153143.26 54038915.14 2026-09-25 26524133.56 54601321.41 2026-09-28 45478521.91 58455430.87 2026-09-29 51365164.10 59624522.76 2026-09-30 1081899820.49 1472178757.65 .0358 2026-09-01 .0358 2026-09-02 .0358 2026-09-03 .0358 2026-09-04 .0358 2026-09-08 .0358 2026-09-09 .0357 2026-09-10 .0357 2026-09-11 .0357 2026-09-14 .0357 2026-09-15 .0357 2026-09-16 .0359 2026-09-17 .0361 2026-09-18 .0368 2026-09-21 .0370 2026-09-22 .0372 2026-09-23 .0373 2026-09-24 .0374 2026-09-25 .0376 2026-09-28 .0376 2026-09-29 .0377 2026-09-30 Y 522819.00 Broker-dealer .7784 .0000 Broker-dealer .1016 .0000 Broker-dealer .0751 .0000 N Administrative Shares C000194027 500000.00 622938845.88 623123234.13 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 53458611.12 47837361.48 2026-09-01 517682.27 62340091.16 2026-09-02 7292003.58 57643.82 2026-09-03 897703.20 1755.71 2026-09-04 492677.67 3815986.43 2026-09-08 11392565.62 2401205.53 2026-09-09 2893893.95 169411.91 2026-09-10 169057.88 14057174.23 2026-09-11 9430880.80 4247364.69 2026-09-14 5689730.26 1299196.61 2026-09-15 10001914.55 68409.53 2026-09-16 180024.88 11008319.98 2026-09-17 11936242.37 37575.68 2026-09-18 1738780.63 5144136.12 2026-09-21 610143.72 1944680.40 2026-09-22 235856.23 3863636.97 2026-09-23 1757488.80 307944.77 2026-09-24 3781936.32 2068420.30 2026-09-25 15761321.21 178983.05 2026-09-28 606385.38 76896.69 2026-09-29 447638.98 2128815.56 2026-09-30 139292539.42 163055010.62 .0328 2026-09-01 .0328 2026-09-02 .0328 2026-09-03 .0328 2026-09-04 .0328 2026-09-08 .0328 2026-09-09 .0327 2026-09-10 .0327 2026-09-11 .0327 2026-09-14 .0327 2026-09-15 .0327 2026-09-16 .0329 2026-09-17 .0331 2026-09-18 .0338 2026-09-21 .0340 2026-09-22 .0342 2026-09-23 .0343 2026-09-24 .0344 2026-09-25 .0346 2026-09-28 .0347 2026-09-29 .0347 2026-09-30 Y 39069.00 Depository institution or other banking institution .1832 .0000 Depository institution or other banking institution .5907 .0000 Depository institution or other banking institution .0592 .0000 Broker-dealer .1662 .0000 N SDG Shares C000235065 5000000.00 4345406199.49 4346692428.22 .9995 2026-09-01 .9995 2026-09-02 .9996 2026-09-03 .9995 2026-09-04 .9995 2026-09-08 .9995 2026-09-09 .9995 2026-09-10 .9994 2026-09-11 .9994 2026-09-14 .9994 2026-09-15 .9993 2026-09-16 .9994 2026-09-17 .9993 2026-09-18 .9993 2026-09-21 .9993 2026-09-22 .9993 2026-09-23 .9993 2026-09-24 .9993 2026-09-25 .9993 2026-09-28 .9993 2026-09-29 .9994 2026-09-30 414345175.05 37132900.48 2026-09-01 207250000.00 50000000.00 2026-09-02 72500000.00 56000000.00 2026-09-03 .00 485250000.00 2026-09-04 253750000.00 .00 2026-09-08 3300000.00 70750000.00 2026-09-09 .00 731000000.00 2026-09-10 .00 851000000.00 2026-09-11 1039500000.00 .00 2026-09-14 20000000.00 488750000.00 2026-09-15 20000000.00 214750000.00 2026-09-16 .00 133500000.00 2026-09-17 109000000.00 54500000.00 2026-09-18 .00 20000000.00 2026-09-21 762250000.00 284750000.00 2026-09-22 195000000.00 130000000.00 2026-09-23 .00 125200000.00 2026-09-24 95000000.00 350600000.00 2026-09-25 120833333.00 56000000.00 2026-09-28 2211333333.00 .00 2026-09-29 824666666.00 .00 2026-09-30 6348728507.05 4139182900.48 .0358 2026-09-01 .0358 2026-09-02 .0358 2026-09-03 .0358 2026-09-04 .0358 2026-09-08 .0358 2026-09-09 .0357 2026-09-10 .0357 2026-09-11 .0357 2026-09-14 .0357 2026-09-15 .0357 2026-09-16 .0359 2026-09-17 .0361 2026-09-18 .0368 2026-09-21 .0370 2026-09-22 .0372 2026-09-23 .0373 2026-09-24 .0374 2026-09-25 .0376 2026-09-28 .0376 2026-09-29 .0377 2026-09-30 Y 113814.00 Depository institution or other banking institution .4048 .0000 Non-financial corporation .0717 .0717 Non-financial corporation .4947 .4947 N ABN Amro Bank NV ABN Amro Bank NV, REPO, 3.900%, 10/1/2026 3.900 00699Q009 BFXS5XCH7N0Y05NIXW11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 03.500 CLQE1089 N/A 3133BAF63 2052-04-01 3.5 9291718.82 7969483.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE0530 N/A 3133B9ST2 2052-04-01 3.5 7715915.81 6626192.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQD9834 N/A 3133B74T2 2052-04-01 3.5 4141498.24 3573621.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6900 N/A 3132DUUZ8 2054-11-01 5 6512342.71 6143501.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2031 N/A 3132DPHG6 2053-01-01 5 3791837.78 3582986.30 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1948 N/A 3132DPEV6 2052-06-01 3 3027577.35 2484144.38 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0528 N/A 3132ACSR2 2046-08-01 3.5 3163670.02 2777096.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2582 N/A 3130G1XL1 2056-08-01 5 666464.87 620273.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0375 N/A 31427MMZ1 2054-12-01 6 1333348.25 1324751.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CL890718 N/A 31410LSF0 2046-01-01 3.5 2990509.45 2626730.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6789 N/A 3140W7RK8 2055-12-01 5.5 5556143.67 5369438.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH1004 N/A 3140UGDJ8 2056-05-01 4.5 3700846.81 3344196.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH0515 N/A 3140UFSD7 2056-06-01 4.5 3759310.25 3397006.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 2872032.21 2549268.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2163 N/A 3140QMMM3 2051-11-01 3 7172848.92 5983537.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 318806.44 261097.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCA6351 N/A 3140QEBV3 2040-07-01 2.5 6370576.45 5543636.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GLCA3794 N/A 3140QBGC6 2049-07-01 4 6304830.78 5683314.57 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3223 N/A 3140NXSM6 2035-02-01 5.04 4577126.60 4458386.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4209 N/A 3140N8VB1 2053-01-01 5.5 5049393.81 4867997.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX4136 N/A 3140N8S25 2052-12-01 5 5319456.78 4997341.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV7735 N/A 3140MMSZ2 2052-04-01 3 3841162.03 3200059.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV7734 N/A 3140MMSY5 2052-04-01 3 3466085.59 2902408.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5438 N/A 3140M7BG5 2054-12-01 5 7835004.64 7307456.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4559 N/A 3140M6B51 2054-05-01 5.5 5070486.10 4916746.71 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9469 N/A 3140LLQX2 2028-10-01 5.125 7208600.00 7219387.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR1341 N/A 3140KYP32 2051-02-01 2 4961942.86 3812415.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4820 N/A 3140HJLA7 2048-09-01 4 4377067.74 3898436.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAU3156 N/A 3138X2QJ6 2033-08-01 3.5 3549685.05 3376834.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAP2136 N/A 3138M5LS6 2042-08-01 4 5160611.67 4746122.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQG5602 N/A 3133C6GK9 2053-06-01 4.5 8757329.50 7977883.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 7477890.38 7032026.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO0754 N/A 3138LQZU1 2042-04-01 3.5 5086051.32 4570958.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 5940566.48 5468756.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH8097 N/A 3140GW7K3 2047-09-01 3.5 2897419.45 2524751.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU6494 N/A 3140M8GC7 2052-01-01 2.5 3409193.33 2739296.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3560 N/A 3132DQ5V4 2053-05-01 5.5 4814804.07 4669616.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV0872 N/A 3140MD6J2 2052-01-01 2.5 3755047.14 3023045.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA2075 N/A 3140Q9JV6 2038-07-01 4 228188.37 213917.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5655 N/A 3142GWH93 2056-01-01 5 185668.84 174059.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9381 N/A 3140UDM71 2056-05-01 5 362616.24 338250.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV1735 N/A 3140ME4V5 2055-06-01 5 2484420.49 2332765.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0961 N/A 3133W5B65 2056-08-01 5 2897084.42 2710960.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6565 N/A 3142GXJK4 2056-05-01 5 6236025.21 5808781.26 Agency Mortgage-Backed Securities USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 14214204.00 14178064.39 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 4705844.00 4607366.37 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0395 190000000.00 190000000.00 .0011 N Y Y N Bank of America N.A. Bank of America N.A., REPO, 3.900%, 10/1/2026 3.900 03199U009 B4TYDEB6GKMZO031MB27 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 1407778921.93 1366872385.91 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 294775147.14 246973082.80 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-01 2026-10-01 2026-10-01 N N N .0395 1582030000.00 1582030000.00 .0089 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.890%, 10/1/2026 3.890 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y TVDB 7.125 TVBD 30 G N/A 880591DM1 2030-05-01 7.125 25925.93 28363.73 Agency Debentures and Agency Strips TVDB 6.15 TVBD 38 B N/A 880591CP5 2038-01-15 6.15 47962.96 51294.06 Agency Debentures and Agency Strips FNMA 5.625 FNSM A 07/37 N/A 31398AFD9 2037-07-15 5.625 48222.22 49516.93 Agency Debentures and Agency Strips FNMA 6.25 FNSM GDBB 05/29 N/A 31359MEU3 2029-05-15 6.25 554037.04 583826.22 Agency Debentures and Agency Strips FNMA 6.625 FNPR BB 11/30 N/A 31358DDS0 2030-11-15 0 121689296.30 97870320.20 Agency Debentures and Agency Strips FNMA 7.25 FNPR BB 05/30 N/A 31358DDR2 2030-05-15 0 100511703.70 83347420.57 Agency Debentures and Agency Strips FNMA 7.125 FNPR BB 01/30 N/A 31358DDG6 2030-01-15 0 60424000.00 50926616.10 Agency Debentures and Agency Strips FMAC 4.00 FMNT 26-28 W3 N/A 3134HCYW3 2028-03-13 4 12962962.96 12829417.08 Agency Debentures and Agency Strips FMAC 6.25 FMNT GB 32 A N/A 3134A4KX1 2032-07-15 6.25 544962.96 582031.80 Agency Debentures and Agency Strips FMAC FMZC 12/14/2029 A N/A 3134A3ZU3 2029-12-14 0 1049222.22 891450.68 Agency Debentures and Agency Strips FCSB 4.45 FCOR 26-32 FT N/A 3133EWFH8 2032-08-27 4.45 12057111.11 11553234.39 Agency Debentures and Agency Strips FCSB 3.80 FCOR 26-29 KJ N/A 3133EWEP1 2029-02-26 3.8 12387925.93 12001408.87 Agency Debentures and Agency Strips FCSB 3.84 FCOR 27-30 JU N/A 3133EWEN6 2030-02-25 3.84 4925925.93 4748411.97 Agency Debentures and Agency Strips FCSB 4.50 FCOR 26-33 FP N/A 3133EWEE6 2033-08-26 4.5 6481481.48 6047740.74 Agency Debentures and Agency Strips FCSB 4.47 FCOR 27-34 EB N/A 3133EWED8 2034-02-23 4.47 18618962.96 17435805.44 Agency Debentures and Agency Strips FCSB 5.73 FCOR 26-40 AP N/A 3133ETSY4 2040-08-13 5.73 6481481.48 6262542.44 Agency Debentures and Agency Strips FCSB 5 5/8 FCOR 26-40 AF N/A 3133ETAZ0 2040-03-26 5.625 518.52 494.11 Agency Debentures and Agency Strips FCSB 4.54 FCOR 26-31 GA N/A 3133ET5Z6 2031-12-29 4.54 3412629.63 3295836.17 Agency Debentures and Agency Strips FCSB 5 3/8 FCOR 26-40 BB N/A 3133ET2Q9 2040-12-03 5.375 1727185.19 1647939.77 Agency Debentures and Agency Strips FHLB 5.65 FHOR 27-42 TT N/A 3130B6ZW9 2042-07-21 5.65 3629629.63 3420922.90 Agency Debentures and Agency Strips FHLB 3.25 FHLB 28 G4973 N/A 3130AFFX0 2028-11-16 3.25 129629.63 126811.90 Agency Debentures and Agency Strips FMAC 6.75 FMNT GB 31 A N/A 3134A4AA2 2031-03-15 6.75 392777.78 419168.32 Agency Debentures and Agency Strips FNMA 6.625 FNSM BB 11/30 N/A 31359MGK3 2030-11-15 6.625 563888.89 609549.09 Agency Debentures and Agency Strips FNMA 5.625 FNSM A 07/37 N/A 31398AFD9 2037-07-15 5.625 16851.85 17304.30 Agency Debentures and Agency Strips FHLB 5.52 FHOR 27-40 AS N/A 3130B4XD8 2040-02-10 5.52 2048148.15 1938381.06 Agency Debentures and Agency Strips FHLB FHFR 03SO 07/29 9301 N/A 3130BBMK8 2029-07-23 4.12 23978888.89 24158456.80 Agency Debentures and Agency Strips FHLB 5.50 FHLB 36 G677 N/A 3133XGAY0 2036-07-15 5.5 766111.11 782029.62 Agency Debentures and Agency Strips FCSB 4.89 FCOR 26-33 FD N/A 3133ETXS1 2033-09-12 4.89 12656777.78 12015522.13 Agency Debentures and Agency Strips USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 489144.44 428707.59 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 1175870.37 1031312.10 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 8425.93 4214.91 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 367637.41 238967.07 U.S. Treasuries (including strips) USTR 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 1684702.47 1127363.54 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 677729.63 428099.44 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 217465.81 138095.14 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0394 350000000.00 350000000.00 .0020 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.890%, 10/1/2026 3.890 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2026-143 ET N/A 38385XVT6 2066-08-20 6 871465.62 863726.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-108 BL N/A 38385TUN9 2056-06-20 5 69592045.12 67512619.36 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-125 L N/A 38385T5P2 2056-07-20 5 6932479.23 6556356.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-125 BY N/A 38385T4E8 2056-07-20 5 17660751.00 15565775.81 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-125 DL N/A 38385T3C3 2056-07-20 5 5675734.00 4793888.27 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-068 GP N/A 38385RDD4 2056-04-20 4.5 42814479.57 40814443.97 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-068 BL N/A 38385RCH6 2056-04-20 4.5 1443112.00 1266770.93 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-068 PY N/A 38385RBL8 2056-04-20 4.75 5814000.00 4832203.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-068 PF N/A 38385RBH7 2056-04-20 4.7455 4916808.68 4812940.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 UF N/A 38385NPW8 2056-03-20 4.7455 13530693.57 13251687.80 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 GF N/A 38385NPM0 2056-03-20 4.8455 10345841.71 9478987.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-030 VF N/A 38385MGV2 2056-02-20 4.4978 83611152.40 80537806.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-030 CT N/A 38385MEK8 2056-02-20 4.5 1903431.58 1761167.20 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 MQ N/A 38385LLD8 2056-01-20 4.5 2933196.70 2731381.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 NA N/A 38385LFW3 2054-03-20 4.5 23860480.11 22510525.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-134 FC N/A 38384VAQ0 2054-08-20 4.7078 610.61 605.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-085 FA N/A 38384BKC4 2053-06-20 4.8478 18041305.84 17841726.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-097 FA N/A 38382VER6 2051-06-20 3 351624.66 291352.79 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-22 A N/A 38380YP58 2040-07-20 3 543.82 488.20 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-19 AB N/A 38380VEM9 2045-04-20 3 1042846.77 929892.56 Agency Collateralized Mortgage Obligation FNMA FNRA CL082FG R24F082 N/A 3136BTEZ2 2054-11-25 4.9403 29890339.98 29647037.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-083 FA N/A 38382GDK5 2039-06-20 4.4053 3195.29 3188.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-082 KF N/A 38385SHM8 2056-05-20 4.5478 920116.34 890978.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-125 FA N/A 38385T2A8 2056-07-20 4.4478 1557708.42 1520179.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-030 FB N/A 38385MEG7 2056-02-20 4.4978 22817472.25 22115022.61 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-068 DA N/A 38385REZ4 2052-04-20 4.5 1586677.13 1504763.33 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 GY N/A 38385LEK0 2056-01-20 4.5 5555555.00 4356510.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-055 DG N/A 38384TTD4 2058-11-16 4 991952.84 932850.52 Agency Mortgage-Backed Securities GNMA GNRA 2026-076 KL N/A 38381SYG6 2067-04-16 4 2488812.78 2252759.39 Agency Mortgage-Backed Securities GNMA GNRM 2026-076 CB N/A 38381SYC5 2067-04-16 4.5 11330894.00 9509305.49 Agency Mortgage-Backed Securities GNMA GNRM 2026-091 ED N/A 38381SK30 2058-02-16 4.25 8867095.02 8314281.40 Agency Mortgage-Backed Securities GNMA GNRA 2026-031 CA N/A 38381SJL2 2065-10-16 3 24649288.06 21202323.41 Agency Mortgage-Backed Securities GNMA GNRM 2026-128 D N/A 38381S4A2 2056-07-16 4.5 56629126.01 53670650.58 Agency Mortgage-Backed Securities GNMA GNRM 2025-040 DL N/A 38381MBV1 2055-08-16 4 586276.00 497182.11 Agency Mortgage-Backed Securities GNMA GNRA 2023-094 A N/A 38381JGU5 2064-09-16 2.75 23729142.54 18828654.07 Agency Mortgage-Backed Securities GNMA GNRM 2021-132 AT N/A 38381DYY0 2063-04-16 1.75 871278.48 533338.07 Agency Mortgage-Backed Securities GNMA GNRM 2021-011 AH N/A 38380RRA0 2062-12-16 1.25 16273251.00 11391063.25 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2018-KX0 N/A 30306UAU5 2032-09-25 4.0928 19170366.79 18212007.83 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB2 N/A 30300KAJ8 2037-02-25 11.5734 949500.26 868998.08 Agency Mortgage-Backed Securities GNMA GNRA 2022-042 B N/A 38381EZM3 2063-02-16 2.5 1800000.00 1020653.80 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2021-KF1 N/A 35709WAC3 2031-05-25 10.0452 22826642.81 22549668.07 Agency Mortgage-Backed Securities GNMA GNRM 2013-029 AB N/A 38378KAB5 2045-10-16 1.767 8089.27 7946.43 Agency Mortgage-Backed Securities GNMA GNRM 2026-076 CD N/A 38381SXB8 2056-06-16 4.5 4156647.00 3649694.02 Agency Mortgage-Backed Securities GNMA GNRA 2026-076 KG N/A 38381SYE1 2067-04-16 4.5 14670972.69 13753391.37 Agency Mortgage-Backed Securities FMAC FRESB MORTGAGE 2023-S N/A 30333MAF3 2043-07-27 7.5 4516441.19 4002509.32 Agency Mortgage-Backed Securities GNMA GNRA 2022-217 AC N/A 38381HC66 2063-04-16 3.25 9416193.30 7960553.91 Agency Mortgage-Backed Securities GNMA GNRA 2026-055 KL N/A 38384TTT9 2067-01-16 4.5 9279942.98 8680375.14 Agency Mortgage-Backed Securities GNMA GNRA 2026-091 HE N/A 38381SH83 2065-10-16 3.5 2543715.75 2330980.84 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0394 550000000.00 550000000.00 .0031 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., REPO, 3.890%, 10/1/2026 3.890 068992007 AC28XWWI3WIBK2824319 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y TVDB 3.875 TVBD 28 A N/A 880591EZ1 2028-03-15 3.875 19000.00 18754.80 Agency Debentures and Agency Strips FNMA 6.03 FNNT A 10/27 N/A 31364FDC2 2027-10-08 6.03 35000.00 36486.10 Agency Debentures and Agency Strips FNMA 7.25 FNSM BB 05/30 N/A 31359MFP3 2030-05-15 7.25 35000.00 38456.86 Agency Debentures and Agency Strips FNMA 6.25 FNSM GDBB 05/29 N/A 31359MEU3 2029-05-15 6.25 5000.00 5268.84 Agency Debentures and Agency Strips FMAC 2.67 FMNT 22-27 M2 N/A 3134GXNM2 2027-03-25 2.67 97000.00 96222.14 Agency Debentures and Agency Strips FMAC 6.75 FMNT GB 29 A N/A 3134A3U46 2029-09-15 6.75 38000.00 39955.20 Agency Debentures and Agency Strips FCSB 4 7/8 FCSB 28 EE N/A 3133EPA47 2028-11-01 4.875 2000.00 2037.93 Agency Debentures and Agency Strips FCSB 3.35 FCSB 26 CO N/A 3133EJM97 2026-10-30 3.35 10000.00 10132.08 Agency Debentures and Agency Strips FCSB 3.00 FCSB 37 S N/A 3133EHYW7 2037-09-14 3 10000.00 7830.93 Agency Debentures and Agency Strips FCSB 3.03 FCSB 29 AD N/A 3133EEUH1 2029-03-20 3.03 5000.00 4774.55 Agency Debentures and Agency Strips FHLB FHDN 11/13/26 N/A 313385P34 2026-11-13 0 100000.00 99506.00 Agency Debentures and Agency Strips FHLB FHOR 22-27 A1 N/A 3130AMVC3 2027-06-30 1.25 1000000.00 978909.00 Agency Debentures and Agency Strips FMAC 6.75 FMNT GB 31 A N/A 3134A4AA2 2031-03-15 6.75 80000.00 85375.16 Agency Debentures and Agency Strips FNMA FNFR SOFR A 02/02/28 N/A 3135G1AE1 2028-02-02 3.99 99402000.00 100002470.91 Agency Debentures and Agency Strips FHLB 4.125 FHLB 27 G6795 N/A 3130AYPN0 2027-01-15 4.125 10000.00 10072.94 Agency Debentures and Agency Strips FNMA 0.75 FNSM A 10/27 N/A 3135G05Y5 2027-10-08 0.75 6000.00 5789.74 Agency Debentures and Agency Strips TVDB 7.125 TVBD 30 G N/A 880591DM1 2030-05-01 7.125 130000.00 142223.85 Agency Debentures and Agency Strips TVDB 1.500 TVBD 31 A N/A 880591EX6 2031-09-15 1.5 500000.00 421682.50 Agency Debentures and Agency Strips FNMA 6.21 FNSM GDED 08/38 N/A 31359MEB5 2038-08-06 6.21 5000.00 5336.78 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 100000000.00 100000000.00 .0006 N Y Y N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.990%, 2/12/2027 3.990 3130B52T4 2549001DPIFGXC1TOL40 US3130B52T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-12 2027-02-12 N N N .0389 50012487.00 50012487.00 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.955%, 4/9/2027 3.955 3130B5UR7 2549001DPIFGXC1TOL40 US3130B5UR70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-09 2027-04-09 N N N .0392 240743213.26 240743213.26 .0014 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.955%, 4/14/2027 3.955 3130B5UV8 2549001DPIFGXC1TOL40 US3130B5UV82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-14 2027-04-14 N N N .0392 250005215.00 250005215.00 .0014 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.000%, 4/9/2027 4.000 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-09 2027-04-09 N N N .0392 308924914.66 308924914.66 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 6/14/2027 3.975 3130B6QR0 254900C5LP6DN9OP9V83 US3130B6QR00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-14 2027-06-14 N N N .0396 400036696.00 400036696.00 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VM3 2549001DPIFGXC1TOL40 US3130B7VM31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0422 747116272.01 747116272.01 .0042 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VN1 2549001DPIFGXC1TOL40 US3130B7VN14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0422 772106781.51 772106781.51 .0044 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.060%, 10/14/2027 4.060 3130B83C4 2549001DPIFGXC1TOL40 US3130B83C44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-14 2027-10-14 N N N .0404 362858305.64 362858305.64 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.810%, 12/4/2026 3.810 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0429 462771678.36 462771678.36 .0026 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.760%, 12/17/2026 3.760 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N .0427 783841538.20 783841538.20 .0044 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0408 713629579.52 713629579.52 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0389 713969447.95 713969447.95 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/5/2027 3.640 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N .0474 744877746.53 744877746.53 .0042 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.960%, 1/12/2028 3.960 3130B94Q0 2549001DPIFGXC1TOL40 US3130B94Q03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-12 2028-01-12 N N N .0394 150004777.50 150004777.50 .0008 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.960%, 1/14/2028 3.960 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-14 2028-01-14 N N N .0395 221848682.21 221848682.21 .0013 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.620%, 2/8/2027 3.620 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N .0417 374271686.25 374271686.25 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/12/2027 3.640 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N .0422 725214537.14 725214537.14 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.970%, 2/11/2028 3.970 3130B9FP0 2549001DPIFGXC1TOL40 US3130B9FP02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-11 2028-02-11 N N N .0396 174953000.39 174953000.39 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.680%, 3/24/2027 3.680 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N .0426 1045697622.00 1045697622.00 .0059 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.750%, 4/2/2027 3.750 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N .0433 722686281.62 722686281.62 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.970%, 4/22/2027 3.970 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N .0446 684875369.43 684875369.43 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.930%, 5/7/2027 3.930 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N .0453 684606567.57 684606567.57 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.840%, 5/21/2027 3.840 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0448 668324910.88 668324910.88 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.870%, 5/21/2027 3.870 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0444 677309894.63 677309894.63 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.790%, 11/5/2026 3.790 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-05 2026-11-05 2026-11-05 N N N .0412 679489343.07 679489343.07 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.875%, 6/11/2027 3.875 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N .0452 686728267.33 686728267.33 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.990%, 6/17/2027 3.990 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N .0446 680508477.13 680508477.13 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0413 704373381.60 704373381.60 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0413 704373381.60 704373381.60 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.920%, 12/14/2026 3.920 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-14 2026-12-14 N N N .0391 624497233.47 624497233.47 .0035 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 1/26/2027 3.930 3130BBD77 2549001DPIFGXC1TOL40 US3130BBD775 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-26 2027-01-26 N N N .0388 500000510.00 500000510.00 .0028 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 1/27/2027 3.930 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-27 2027-01-27 N N N .0388 59000061.95 59000061.95 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.935%, 2/9/2027 3.935 3130BBFV2 2549001DPIFGXC1TOL40 US3130BBFV25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-09 2027-02-09 N N N .0390 302849954.57 302849954.57 .0017 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.005%, 7/7/2028 4.005 3130BBG25 2549001DPIFGXC1TOL40 US3130BBG257 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N .0399 175006662.25 175006662.25 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.915%, 10/13/2026 3.915 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-13 2026-10-13 N N N .0338 210998951.33 210998951.33 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 1/12/2027 3.930 3130BBGY5 2549001DPIFGXC1TOL40 US3130BBGY54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-12 2027-01-12 N N N .0386 179000121.72 179000121.72 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.940%, 3/9/2027 3.940 3130BBH65 2549001DPIFGXC1TOL40 US3130BBH651 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-09 2027-03-09 N N N .0393 174001428.54 174001428.54 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.005%, 7/13/2028 4.005 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-13 2028-07-13 N N N .0399 190920162.86 190920162.86 .0011 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 2/17/2027 3.930 3130BBKF1 2549001DPIFGXC1TOL40 US3130BBKF10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-17 2027-02-17 N N N .0390 324875425.59 324875425.59 .0018 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.935%, 3/16/2027 3.935 3130BBKG9 2549001DPIFGXC1TOL40 US3130BBKG92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-16 2027-03-16 N N N .0393 120001340.40 120001340.40 .0007 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.925%, 1/22/2027 3.925 3130BBKR5 2549001DPIFGXC1TOL40 US3130BBKR57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-22 2027-01-22 N N N .0386 355011764.70 355011764.70 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.915%, 11/17/2026 3.915 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-17 2026-11-17 N N N .0382 76900444.48 76900444.48 .0004 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.920%, 12/22/2026 3.920 3130BBL37 2549001DPIFGXC1TOL40 US3130BBL372 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-22 2026-12-22 N N N .0391 175000910.00 175000910.00 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.935%, 3/19/2027 3.935 3130BBLA1 2549001DPIFGXC1TOL40 US3130BBLA14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-19 2027-03-19 N N N .0393 200002178.00 200002178.00 .0011 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 2/24/2027 3.930 3130BBLW3 2549001DPIFGXC1TOL40 US3130BBLW34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-24 2027-02-24 N N N .0391 354800961.51 354800961.51 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 4.255%, 8/20/2027 4.255 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N .0456 692879420.55 692879420.55 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.935%, 3/25/2027 3.935 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-25 2027-03-25 N N N .0391 340881136.65 340881136.65 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.940%, 4/28/2027 3.940 3130BBPS8 2549001DPIFGXC1TOL40 US3130BBPS85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-28 2027-04-28 N N N .0391 171001063.62 171001063.62 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.980%, 3/17/2028 3.980 3130BBV36 2549001DPIFGXC1TOL40 US3130BBV363 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-17 2028-03-17 N N N .0398 189877588.00 189877588.00 .0011 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.980%, 3/21/2028 3.980 3130BBV69 2549001DPIFGXC1TOL40 US3130BBV694 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-21 2028-03-21 N N N .0396 127027890.47 127027890.47 .0007 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 3/24/2027 3.930 3130BBWX9 2549001DPIFGXC1TOL40 US3130BBWX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-24 2027-03-24 N N N .0392 329679760.51 329679760.51 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.930%, 3/23/2027 3.930 3130BBXA8 2549001DPIFGXC1TOL40 US3130BBXA85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-23 2027-03-23 N N N .0393 465005287.05 465005287.05 .0026 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.800%, 3/2/2027 3.800 313384CN7 2549001DPIFGXC1TOL40 US313384CN79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-02 2027-03-02 2027-03-02 N N N .0422 245654375.00 245654375.00 .0014 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.800%, 3/5/2027 3.800 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N .0422 444676648.51 444676648.51 .0025 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 4.295%, 9/17/2027 4.295 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-17 2027-09-17 2027-09-17 N N N .0454 654720233.72 654720233.72 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/4/2026 3.630 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0401 301842867.68 301842867.68 .0017 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/11/2026 3.630 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N .0402 297145930.00 297145930.00 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 3/11/2027 3.960 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-11 2027-03-11 N N N .0392 139946679.98 139946679.98 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.020%, 11/4/2026 4.020 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-04 2026-11-04 N N N .0380 106005742.02 106005742.02 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.985%, 12/2/2027 3.985 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-02 2027-12-02 N N N .0398 304988028.75 304988028.75 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.925%, 4/19/2027 3.925 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-19 2027-04-19 N N N .0396 64876726.21 64876726.21 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 11/23/2027 3.960 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-23 2027-11-23 N N N .0394 82914000.15 82914000.15 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.965%, 1/6/2028 3.965 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-06 2028-01-06 N N N .0395 357849323.66 357849323.66 .0020 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 1/12/2028 3.960 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-12 2028-01-12 N N N .0390 301005638.73 301005638.73 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.925%, 4/8/2027 3.925 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-08 2027-04-08 N N N .0389 189001260.63 189001260.63 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.030%, 10/1/2027 4.030 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-01 2027-10-01 N N N .0398 264979387.88 264979387.88 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 4/9/2027 3.960 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-09 2027-04-09 N N N .0391 445818411.54 445818411.54 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.030%, 10/14/2027 4.030 3133ETF85 254900C5LP6DN9OP9V83 US3133ETF853 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-14 2027-10-14 N N N .0399 310081015.40 310081015.40 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.990%, 4/22/2027 3.990 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-22 2027-04-22 N N N .0396 424833003.70 424833003.70 .0024 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.995%, 5/27/2027 3.995 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-27 2027-05-27 N N N .0398 193905146.11 193905146.11 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.985%, 6/4/2027 3.985 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-04 2027-06-04 N N N .0399 559725354.21 559725354.21 .0032 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 6/17/2027 3.975 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-17 2027-06-17 N N N .0396 214770588.08 214770588.08 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.010%, 7/29/2027 4.010 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-29 2027-07-29 N N N .0397 464871853.43 464871853.43 .0026 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.030%, 9/10/2027 4.030 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-10 2027-09-10 N N N .0403 270000753.30 270000753.30 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.010%, 9/10/2027 4.010 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-10 2027-09-10 N N N .0395 45023461.65 45023461.65 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.995%, 11/26/2027 3.995 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-26 2027-11-26 N N N .0397 231934344.39 231934344.39 .0013 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.000%, 9/1/2028 4.000 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-01 2028-09-01 N N N .0399 172955628.23 172955628.23 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 1/20/2028 3.960 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-20 2028-01-20 N N N .0396 155971620.48 155971620.48 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 1/26/2028 3.975 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-26 2028-01-26 N N N .0396 484809904.46 484809904.46 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.980%, 1/28/2028 3.980 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-28 2028-01-28 N N N .0397 244901503.69 244901503.69 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.970%, 2/2/2028 3.970 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-02 2028-02-02 N N N .0391 151020559.67 151020559.67 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.000%, 9/8/2028 4.000 3133EWC99 254900C5LP6DN9OP9V83 US3133EWC995 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-08 2028-09-08 N N N .0400 169899904.86 169899904.86 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.970%, 2/9/2028 3.970 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-09 2028-02-09 N N N .0391 85054459.50 85054459.50 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 2/11/2028 3.975 3133EWCV0 254900C5LP6DN9OP9V83 US3133EWCV01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-11 2028-02-11 N N N .0397 304900673.83 304900673.83 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.970%, 2/17/2028 3.970 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-17 2028-02-17 N N N .0397 94934559.23 94934559.23 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 2/25/2028 3.975 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-25 2028-02-25 N N N .0399 252815799.47 252815799.47 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.015%, 9/14/2028 4.015 3133EWF47 254900C5LP6DN9OP9V83 US3133EWF477 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-14 2028-09-14 N N N .0401 349849492.72 349849492.72 .0020 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.970%, 3/9/2028 3.970 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-09 2028-03-09 N N N .0397 274904895.97 274904895.97 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.965%, 4/10/2028 3.965 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-10 2028-04-10 N N N .0395 130003087.50 130003087.50 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 4/20/2028 3.975 3133EWME7 254900C5LP6DN9OP9V83 US3133EWME75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-20 2028-04-20 N N N .0396 650008092.50 650008092.50 .0037 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.975%, 5/8/2028 3.975 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-08 2028-05-08 N N N .0397 590008572.70 590008572.70 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.960%, 2/9/2028 3.960 3133EWSL5 254900C5LP6DN9OP9V83 US3133EWSL54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-09 2028-02-09 N N N .0391 60030442.20 60030442.20 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.930%, 1/29/2027 3.930 3133EWUN8 254900C5LP6DN9OP9V83 US3133EWUN82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-29 2027-01-29 N N N .0389 274995333.25 274995333.25 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.005%, 7/7/2028 4.005 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N .0398 297909632.55 297909632.55 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.010%, 7/24/2028 4.010 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-24 2028-07-24 N N N .0400 577762352.30 577762352.30 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.020%, 8/3/2028 4.020 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-03 2028-08-03 N N N .0399 268104300.24 268104300.24 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 4.005%, 8/7/2028 4.005 3133EWXX3 254900C5LP6DN9OP9V83 US3133EWXX38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-07 2028-08-07 N N N .0400 492812906.43 492812906.43 .0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.020%, 10/16/2026 4.020 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-16 2026-10-16 N N N .0349 338865275.36 338865275.36 .0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.010%, 9/2/2027 4.010 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-02 2027-09-02 N N N .0396 573253873.38 573253873.38 .0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.980%, 3/16/2027 3.980 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-16 2027-03-16 N N N .0391 732127719.36 732127719.36 .0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.020%, 9/22/2027 4.020 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-22 2027-09-22 N N N .0394 550312950.00 550312950.00 .0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.020%, 10/6/2027 4.020 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-06 2027-10-06 N N N .0400 483239746.71 483239746.71 .0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.975%, 6/16/2027 3.975 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-16 2027-06-16 N N N .0395 399894528.71 399894528.71 .0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 4.100%, 7/7/2028 4.100 3134HBXM8 S6XOOCT0IEG5ABCC6L87 US3134HBXM81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-07 2028-07-07 N N N .0399 710855036.75 710855036.75 .0040 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 4.020%, 10/23/2026 4.020 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-23 2026-10-23 N N N .0365 340819480.13 340819480.13 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 4.140%, 11/5/2027 4.140 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-05 2027-11-05 N N N .0394 350533655.88 350533655.88 .0020 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 4.020%, 11/20/2026 4.020 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-20 2026-11-20 N N N .0389 253016763.78 253016763.78 .0014 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 4.020%, 12/11/2026 4.020 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-11 2026-12-11 N N N .0390 236948036.21 236948036.21 .0013 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.960%, 12/22/2027 3.960 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-22 2027-12-22 N N N .0396 624726431.06 624726431.06 .0035 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.960%, 1/7/2028 3.960 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-07 2028-01-07 N N N .0396 288851028.56 288851028.56 .0016 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.965%, 4/6/2028 3.965 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-06 2028-04-06 N N N .0397 119965545.60 119965545.60 .0007 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.970%, 5/8/2028 3.970 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-08 2028-05-08 N N N .0398 508684945.06 508684945.06 .0029 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.965%, 6/8/2028 3.965 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-08 2028-06-08 N N N .0400 377624287.52 377624287.52 .0021 N N N N Housing and Urban Development Housing and Urban Development Floating Rate Notes, 4.065%, 5/3/2027 4.065 442993002 N/A US4429930021 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-03 2027-05-03 N N N .0407 250382139.20 250382139.20 .0014 N N N Y Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.890%, 10/1/2026 3.890 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2026-141 PY N/A 38385XRK0 2056-08-20 5 31541651.22 30300101.72 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-124 PA N/A 38385S7M9 2054-05-20 5 31433900.22 30424990.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-002 AF N/A 38385LKF4 2056-01-20 4.5978 25176083.62 24482839.38 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-21O FG N/A 38384LXT1 2075-10-20 4.3978 21073269.74 21169798.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-02O FD N/A 38383KME9 2073-11-20 4.5978 8369297.44 8504521.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-15O FH N/A 38383KD90 2074-07-20 4.4478 10352721.49 10418311.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-17O DF N/A 38382YXM0 2072-07-20 4.4478 6357480.98 6382303.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-14O FD N/A 38382YEC3 2071-09-20 4.8478 5792440.30 5883228.80 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-122 LH N/A 38382WDD6 2051-07-20 2.5 6024279.03 3215295.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-08O FJ N/A 38380QW32 2071-05-20 5.1478 493691.30 502754.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-02O EF N/A 38380QVX7 2071-01-20 4.9713 403171.74 408966.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-05O FE N/A 38380QD74 2071-03-20 5.1478 1646619.81 1669529.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-07O FC N/A 38380Q3D2 2071-05-20 4.7888 1023965.04 1037455.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-2O FD N/A 38380LQE6 2068-11-20 4.2713 575526.04 575422.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-20O FA N/A 38380LP56 2069-12-20 4.5213 194371.32 195369.98 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-182 AB N/A 38379TFX2 2045-12-20 3 759670.69 647521.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-3O FQ N/A 38375UB33 2067-06-20 4.6466 201680.47 201433.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-1O FE N/A 38375U3Y4 2068-01-20 4.3908 438532.56 438470.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-H06 MB N/A 38375BK27 2063-01-20 4.1399 32246.95 31886.62 Agency Collateralized Mortgage Obligation FMAC FGRM 3242NH 11/15/36 N/A 31397CSZ3 2036-11-15 5.75 975321.13 980709.73 Agency Collateralized Mortgage Obligation FMAC FGRM 2962GB 04/15/35 N/A 31395TQN7 2035-04-15 6 1395130.43 1392481.55 Agency Collateralized Mortgage Obligation FNMA FNRM RC018PE R06F018 N/A 31394V4H0 2036-03-25 5.5 315234.04 313349.75 Agency Collateralized Mortgage Obligation FMAC FERA 5638AF 03/25/56 N/A 3137HQM24 2056-03-25 4.6903 13485690.81 13166409.38 Agency Collateralized Mortgage Obligation FMAC FERA 5379FA 02/25/54 N/A 3137HBGH1 2054-02-25 4.8903 13565682.98 13505698.34 Agency Collateralized Mortgage Obligation FNMA FNRM CL029PL R16F029 N/A 3136ARQ43 2046-05-25 3 3479966.61 2607753.58 Agency Collateralized Mortgage Obligation FNMA FNRM CL006PB R14F006 N/A 3136AH6S4 2044-02-25 4 2012937.33 1817342.67 Agency Collateralized Mortgage Obligation FNMA FNRM CL072NB R13F072 N/A 3136AFCU6 2043-07-25 2.5 899114.75 818561.16 Agency Collateralized Mortgage Obligation FNMA FNRM RC052BC R13F052 N/A 3136AES32 2043-06-25 3 1337564.40 1162099.58 Agency Collateralized Mortgage Obligation FNMA FNRM RC102HY R12F102 N/A 3136A8SS0 2042-09-25 2 823170.28 653399.73 Agency Collateralized Mortgage Obligation FMAC FGRM 2439LH 04/15/32 N/A 31339WNA0 2032-04-15 6 210733.21 213536.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-22O EF N/A 38380QRS3 2070-12-20 4.9713 404680.64 410527.83 Agency Collateralized Mortgage Obligation FMAC FGRM 3110CQ 02/15/36 N/A 31396HM48 2036-02-15 5.5 1345903.54 1338846.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-02O FC N/A 38383K5Z1 2074-11-20 4.4978 1502387.46 1510299.62 Agency Collateralized Mortgage Obligation FNMA FNRM RC040PY R12F040 N/A 3136A5CK0 2042-04-25 3.5 3163606.01 2794259.58 Agency Collateralized Mortgage Obligation FMAC FGRM 2414LG 02/15/32 N/A 31339DP85 2032-02-15 6.5 789328.48 806611.70 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-0O FA N/A 38376RUH7 2066-04-20 4.6513 389050.24 391022.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-5O CF N/A 38380LAE3 2068-03-20 4.2658 323318.38 322146.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-02O FE N/A 38383KMG4 2073-11-20 4.5978 6306404.42 6407963.86 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-139 FH N/A 38385WZ98 2056-08-20 4.7178 12516471.71 12277839.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-13O FB N/A 38385QGQ4 2076-05-20 4.4478 12933383.38 12997048.06 Agency Collateralized Mortgage Obligation FNMA FNRM CL073KE R13F073 N/A 3136AFSV7 2043-07-25 3 2040525.88 1655163.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-18O FC N/A 38385QKM8 2070-12-20 4.2478 12170848.84 12159517.19 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-06O FL N/A 38380QP48 2071-04-20 5.4978 686791.15 699698.82 Agency Collateralized Mortgage Obligation FMAC FGRM 4607HB 08/15/46 N/A 3137BRER2 2046-08-15 3 397658.98 340360.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-6O DF N/A 38380LBG7 2068-04-20 4.1684 1541040.81 1531765.10 Agency Collateralized Mortgage Obligation FNMA FNRA CL039FB R24F039 N/A 3136BSCT0 2054-06-25 5.0403 13149623.26 13113238.79 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-14O FE N/A 38383KF80 2074-08-20 4.4478 35978914.47 36304254.12 Agency Collateralized Mortgage Obligation FNMA FNRM CL055KE R13F055 N/A 3136AEQD2 2043-06-25 3 632721.20 498265.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-8O FD N/A 38380LMX8 2068-11-20 4.1213 193533.01 192959.34 Agency Collateralized Mortgage Obligation FMAC FGRM 4206PY 05/15/43 N/A 3137B2GH7 2043-05-15 3 1365728.08 1114467.80 Agency Collateralized Mortgage Obligation FMAC 2.00 FMNT 21-40 D3 N/A 3134GW6D3 2040-10-29 2 632.72 407.31 Agency Debentures and Agency Strips FMAC FMZC 01/02/34 A N/A 3128X0AZ2 2034-01-02 0 3182587.65 2158685.55 Agency Debentures and Agency Strips FMAC FEPC 05.500 CLTB6981 N/A 3142K8XK8 2056-06-01 5.5 3307618.42 3190285.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4158 N/A 3142K5TQ6 2056-06-01 6.5 2699218.21 2738594.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1263 N/A 3142K2MM9 2056-01-01 5 231579.23 216636.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0117 N/A 3142J6DX8 2056-05-01 4.5 8656647.32 7822362.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0101 N/A 3142J6DF7 2056-03-01 4.5 111147422.28 100436256.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0043 N/A 3142J6BM4 2055-08-01 7 43158866.06 44486816.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ7078 N/A 3142GX2L0 2056-07-01 6.5 46288411.02 47215434.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6059 N/A 3142GWWV7 2056-02-01 5.5 8907662.88 8580329.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6221 N/A 31427T4F0 2056-08-01 5.5 7393183.95 7118893.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1950 N/A 31427PEY6 2055-07-01 6.5 34689875.88 35348501.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6499 N/A 31427GGH1 2055-09-01 5.5 740696.97 712810.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5120 N/A 31426PVN2 2055-06-01 6 10753932.29 10656343.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4301 N/A 31426NX70 2055-04-01 6 7033858.81 6964612.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1855 N/A 31426LBZ6 2055-05-01 6 1789946.14 1773268.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1800 N/A 31426LAA2 2055-04-01 6 1796357.76 1778673.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX9662 N/A 31426GWY7 2055-04-01 6 10596384.85 10508364.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6117 N/A 31418FYP6 2056-07-01 4.5 84417672.13 76281918.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 40453272.26 36554588.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 106903.62 96600.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4644 N/A 31418EES5 2052-05-01 4 433.76 382.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2847 N/A 3140Y9EV2 2056-06-01 5.5 18129385.77 17510458.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1450 N/A 3140Y7TG3 2055-11-01 6 12151581.46 12023690.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1014 N/A 3140Y7DU9 2055-09-01 5.5 972.22 937.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0856 N/A 3140Y65S5 2055-08-01 5.5 30268939.01 29301863.24 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLFS8838 N/A 3140XQZC4 2054-07-01 7.5 7949036.88 8359228.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3673 N/A 3140XKCK4 2053-01-01 6 16994650.09 16917720.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3241 N/A 3140X6S77 2050-03-01 3 676.31 562.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5994 N/A 3140W6UU4 2056-06-01 5 7012394.89 6527051.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5032 N/A 3140W5SW5 2052-06-01 3 5564085.29 4587491.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0803 N/A 3140W03M5 2055-02-01 4.5 5311701.12 4822886.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI6771 N/A 3140V1QZ0 2056-10-01 6 3682399.43 3639390.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4823 N/A 3140ULLD1 2056-07-01 5 631.06 587.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6072 N/A 3140U9XA1 2056-04-01 5 9218314.76 8612199.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6178 N/A 3140U92L1 2056-04-01 5 18203211.24 16981225.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8569 N/A 3140QUQX7 2054-05-01 5 560.78 523.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6008 N/A 3140QRVA8 2053-04-01 4.5 2490279.30 2267371.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4889 N/A 3140QQNF8 2052-10-01 4.5 9427712.15 8620982.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 20964613.21 17681904.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2861 N/A 3140N7FB1 2052-11-01 5.5 388454.33 380361.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV1532 N/A 3140MEV29 2055-04-01 6 1038.45 1027.79 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL9426 N/A 3140J2PL4 2030-12-01 1.27 2726442.99 2335670.25 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL6324 N/A 3140HYA24 2035-04-01 2.06 2020245.13 1600497.68 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL6075 N/A 3140HXXD7 2035-04-01 2.44 1419461.93 1128898.86 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL5971 N/A 3140HXT59 2035-03-01 2.39 682275.93 543866.21 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL2339 N/A 3140HTS59 2034-05-01 3.34 645.25 568.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9844 N/A 3140AK5E1 2054-09-01 6.5 325683.31 333641.75 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7178 N/A 3140A76Q2 2054-01-01 7 236689.81 247379.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6134 N/A 3138WFY83 2045-11-01 4 8740139.81 7919337.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3523 N/A 3138EK4H5 2042-09-01 3.5 58.29 52.31 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462363 N/A 31381JTU6 2037-06-01 6.259 1117990.98 1118249.20 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HY387952 N/A 31377U5M1 2038-09-01 3.88 632.45 549.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 12779155.45 12383238.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9167 N/A 3133KRFG4 2053-06-01 5.5 470.02 455.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7309 N/A 3133KPDN5 2052-05-01 3.5 18043621.90 15396341.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA6416 N/A 3133KNDV2 2052-05-01 3.5 468.37 400.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9356 N/A 3133D1MD8 2054-11-01 5.5 42142.52 40908.44 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ5956 N/A 3133CWTM4 2054-09-01 7 470831.22 493754.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ5173 N/A 3133CVXA7 2054-10-01 6.5 596122.65 611969.45 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8653 N/A 3133CMTJ3 2054-01-01 7 441800.40 463175.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 N/A 3132DUMB0 2052-06-01 3.5 542.76 461.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6458 N/A 3132DUE78 2054-10-01 5.5 546.76 528.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5598 N/A 3132DTGF1 2054-05-01 5.5 506.85 489.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3575 N/A 3132DQ6L5 2050-01-01 3 484.24 406.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1641 N/A 3132DNZE6 2052-09-01 4.5 422.48 386.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0662 N/A 3132DMWX9 2051-07-01 3 394.19 327.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0018 N/A 3132DMAT2 2049-06-01 3 10098068.63 8504054.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB1457 N/A 3132CXTN2 2040-03-01 5.5 13854472.85 13753162.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT2101 N/A 3132AEKN5 2048-04-01 3 15666222.22 13177590.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9917 N/A 3132ABAS1 2047-01-01 3 194.39 166.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8694 N/A 3132A9UT2 2033-04-01 3.5 66402.85 63606.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8026 N/A 3132A84K2 2033-05-01 3.5 440.94 422.63 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN4664 N/A 3131YBFD5 2047-04-01 3 16343498.17 13861895.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4707 N/A 3131XYGQ6 2047-11-01 3.5 9913794.99 8594164.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6441 N/A 3130G6BK6 2056-10-01 5.5 5711728.04 5514967.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC7289 N/A 3130G67B1 2056-10-01 5 632.72 589.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6133 N/A 3130G5V34 2056-09-01 6 632.72 636.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6314 N/A 3130G53Y7 2056-10-01 5.5 3792560.62 3639991.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC5336 N/A 3130G4ZA7 2056-09-01 6 632.72 629.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC5092 N/A 3130G4RN8 2056-09-01 6.5 632.72 648.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC4956 N/A 3130G4ME3 2056-09-01 5 632.72 588.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4896 N/A 3130G4KJ4 2056-09-01 6 632.72 630.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1783 N/A 3130G02R4 2056-08-01 5.5 635.46 609.82 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL3239 N/A 3140HUS56 2034-08-01 3.01 639.05 538.35 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0784 N/A 3132DM2R5 2051-12-01 2 456.77 345.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0971 N/A 3140MSCH6 2052-07-01 4.5 462.63 421.76 Agency Mortgage-Backed Securities FMAC FKAR 02.920 WNWN1142 N/A 3132XFHU5 2038-01-01 2.92 808.62 622.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 2574186.75 2193385.88 Agency Mortgage-Backed Securities FMAC 03.000 FGPC N35004 G N/A 31320ERZ2 2045-05-01 3 40.66 34.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2987 N/A 3132DQJ80 2053-03-01 3.5 990.51 842.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3879 N/A 3140X7JZ3 2050-07-01 2.5 10433793.90 8364249.72 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS4698 N/A 3140LFGG3 2029-02-01 2.3 182900.62 171668.47 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3284 N/A 3140LDUJ6 2038-10-01 2.15 4313.89 3001.95 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL5918 N/A 3140HXSG6 2035-03-01 2.43 26150.37 20993.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8184 N/A 3132DWCV3 2051-12-01 3 425398.14 353912.82 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4914 N/A 3140Q0N81 2035-11-01 4.74 3730147.11 3538318.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4605 N/A 3130G4AF3 2056-09-01 6 632.72 631.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9421 N/A 3133KRPE8 2053-07-01 5 21802941.60 20473546.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2979 N/A 3140W3JZ3 2055-07-01 6.5 8407642.17 8569507.02 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6109 N/A 31418FYF8 2056-06-01 7 11176345.39 11523459.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6038 N/A 3140MKV82 2055-09-01 5.5 10803236.75 10390451.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1534 N/A 3140W1V42 2054-01-01 4.5 9783936.51 8958906.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2002 N/A 3140Y8GL4 2056-02-01 5 66449642.55 61894504.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5909 N/A 31426QR70 2055-06-01 6 632.69 626.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8385 N/A 3132D6J68 2040-05-01 5.5 24317093.94 24139276.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC5349 N/A 3130G4ZP4 2056-09-01 6.5 879619.77 898496.51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSL2114 N/A 31427PK45 2055-07-01 7 55396269.69 57127286.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6253 N/A 3130G5ZT3 2056-10-01 5.5 671.95 644.79 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6848 N/A 3140Q2TE8 2036-06-01 4.65 632.72 593.38 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN2778 N/A 3132XHCQ5 2033-04-01 4.4 2427040.71 2296360.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4873 N/A 3130G4JT4 2056-09-01 5.5 633.35 611.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9845 N/A 3142JY5F5 2056-04-01 4.5 730.67 660.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3539 N/A 3140W34Z9 2055-11-01 5 21582751.46 20138062.03 Agency Mortgage-Backed Securities FNMA MNRA CL01SA1 R22M01S N/A 3136BNES1 2032-04-25 2.1514 3533324.17 3325603.86 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 30139105.01 29243295.46 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 18283997.66 18198950.59 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 4531422.70 4572870.12 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 7592654.42 7316740.67 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 15253326.38 14757593.27 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 46234836.39 44628649.74 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 14431294.99 14584916.12 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 2214271.12 2179750.63 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 63.27 62.53 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 25176925.71 25536368.28 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 3746342.24 3568231.76 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 189.82 187.53 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 21702.34 21869.65 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 15817966.78 15572709.20 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 12622345.08 12868813.31 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 4428795.33 4361831.94 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 63.27 62.92 U.S. Treasuries (including strips) USTR 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 9490818.03 9215190.51 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 2727281.47 2698254.00 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 326800.50 318308.81 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AR 29 N/A 91282CRG8 2029-08-15 4.25 63.27 62.37 U.S. Treasuries (including strips) USTR 4 5/8 NOTE E 36 N/A 91282CRF0 2036-08-15 4.625 72762.94 69670.60 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 12520306.98 12023406.41 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 30640346.74 29493234.61 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AB 31 N/A 91282CRA1 2031-07-31 4.375 9333839.90 9125900.97 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 12654424.04 12483856.50 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 126.54 126.53 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 670431.39 639522.27 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 28118066.94 27869447.46 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 18959996.99 18943644.00 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 2000854.26 1960654.43 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 63.27 61.31 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 39510148.91 35651637.16 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 1489678.80 1383085.58 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 8404941.90 7927104.14 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 6327.21 5992.47 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 6959933.22 6609926.58 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 3774118.70 3669107.62 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 6151252.25 6158699.37 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 3377902.53 3252132.55 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 10503171.95 10256373.67 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 N/A 912810UX4 2046-08-15 5.125 11818915.69 11165167.15 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 18495136.73 16122557.47 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 189.82 139.67 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 253.09 207.91 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 4429048.41 2813142.21 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 7599614.36 4137568.24 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 7592717.70 4903278.38 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 63.27 30.07 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 7592654.42 4483528.87 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 7054651.59 7082623.28 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 55146081.80 54063564.22 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 253.09 252.30 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 63.27 36.75 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 63.27 27.93 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 25366742.07 14311040.72 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 126.54 84.16 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 175.05 111.94 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 63.27 43.12 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 63.27 40.71 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 4871.95 4503.72 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 80720.73 71837.22 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 24549582.64 22037024.92 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 181780.80 156047.01 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 2683054.26 2707788.66 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 721175.63 692245.66 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 22027745.74 20805095.72 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 63.27 63.40 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 31636060.10 30810107.05 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 5295939.73 5221454.64 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 3163606.01 2987396.42 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 3570382.47 3418744.75 U.S. Treasuries (including strips) USTR 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 63.27 62.53 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 8652082.80 8773024.58 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 14323099.67 14372146.73 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 5813505.68 5394205.04 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 8007086.81 7976469.71 U.S. Treasuries (including strips) USTR 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 63.27 67.28 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 24368561.10 24272548.97 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 7875290.98 5267222.99 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 63.27 61.16 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 6368655.26 6353816.30 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 1189515.86 1209891.08 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 296429.88 259987.61 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 27584682.97 26556601.84 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 189.82 179.98 U.S. Treasuries (including strips) USTR 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 17231845.58 16235854.42 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 6807067.78 5254773.83 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-10-01 2026-10-01 2026-10-01 N N N .0394 1895000000.00 1895000000.00 .0107 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.890%, 10/9/2026 3.890 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 94006464.00 93288901.87 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 253488768.00 252370515.46 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 263791584.00 252548656.98 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 140080272.00 141683762.50 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 496920336.00 498709414.85 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 499729824.00 419158509.41 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 648139982.63 654293189.87 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 153008976.00 145378484.89 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 69326238.00 68985707.52 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 76760661.00 74582891.92 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-07 2026-10-09 Y J.P. Morgan Securities LLC 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0394 2550000000.00 2550000000.00 .0144 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.890%, 10/9/2026 3.890 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 250014784.00 237320533.36 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 1109244869.37 1107067029.84 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 565762464.00 552345265.72 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 454664000.00 449267183.53 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-07 2026-10-09 Y J.P. Morgan Securities LLC 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0394 2300000000.00 2300000000.00 .0130 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.880%, 10/1/2026 3.880 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 311988928.00 297206892.59 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 351973968.00 340575994.99 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 297737024.00 287080792.61 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 292200717.00 248136337.52 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0393 1150000000.00 1150000000.00 .0065 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.880%, 10/1/2026 3.880 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 369559539.46 356302052.93 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 263464395.68 259491879.52 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 16355141.80 15759092.43 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 153396462.87 132767668.20 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0393 749334000.00 749334000.00 .0042 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.900%, 10/1/2026 3.900 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF BZ6343 C N/A 3617U2BL3 2050-11-20 2 40978.37 31074.35 Agency Mortgage-Backed Securities GNMA GNII SF MA8570 M N/A 36179XQX7 2053-01-20 5.5 155680.15 151388.14 Agency Mortgage-Backed Securities GNMA GNII SF MA7473 M N/A 36179WJS8 2051-07-20 3 5239786.06 4378966.06 Agency Mortgage-Backed Securities GNMA GNII SF MA7313 M N/A 36179WDS4 2051-04-20 3 1770328.42 1480036.45 Agency Mortgage-Backed Securities GNMA GNII SF MA8043 M N/A 36179W5C8 2052-05-20 3 55945.64 46753.03 Agency Mortgage-Backed Securities GNMA GNII SF MA6254 M N/A 36179U5P3 2034-11-20 2.5 25339.07 23338.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB8577 N/A 3142KAQ70 2056-07-01 6.5 49436.90 50178.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2686 N/A 3142GS6Y9 2054-10-01 6.5 6693305.55 6828283.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6676 N/A 31427UM26 2055-01-01 5.5 1704223.64 1652104.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6538 N/A 31427UHQ9 2056-07-01 5.5 9345268.36 9076924.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5397 N/A 31427S7K8 2052-12-01 4.5 4744620.21 4334647.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5838 N/A 31427DPY1 2055-10-01 6.5 403024.42 414555.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA6025 N/A 31418FVT1 2041-02-01 6.5 22273.10 22815.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5851 N/A 31418FQD2 2055-10-01 4.5 9404.59 8501.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5793 N/A 31418FNK9 2055-08-01 6 9817.13 9714.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5648 N/A 31418FH26 2055-03-01 6.5 363444.99 367703.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 2808.04 2620.33 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4627 N/A 31418ED98 2037-06-01 2 1689.52 1490.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 11145378.75 8805215.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5272 N/A 31418E2E9 2054-02-01 6 6940.14 6893.25 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4157 N/A 31418DTP7 2050-10-01 1.5 494654.77 354533.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3992 N/A 31418DNJ7 2050-04-01 3.5 17451.45 14994.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2523 N/A 31418BYV2 2036-02-01 3 161198.16 148382.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1546 N/A 31418AWG9 2043-08-01 3.5 25678.94 22616.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA0777 N/A 31417Y2K2 2031-06-01 5 8082.19 8027.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0603 N/A 3140Y6U57 2055-06-01 6.5 130057.86 132594.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0425 N/A 3140Y6PK0 2055-05-01 5 1849.21 1725.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7532 N/A 3140XPLN7 2054-03-01 5.5 738654.60 714292.71 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS4892 N/A 3140XLNJ3 2051-09-01 2 148723.09 112295.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2409 N/A 3140XHVB0 2052-07-01 5 25809.34 24483.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1820 N/A 3140XHAW7 2051-08-01 3 28928.79 24087.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1675 N/A 3140XG2H1 2052-04-01 4 4133489.72 3667241.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1002 N/A 3140X4DG8 2048-01-01 3.5 13285.38 11633.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH5115 N/A 3140ULVH1 2056-07-01 6 315147.93 311424.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 98006.08 89763.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3426 N/A 3140QNYY2 2052-04-01 3.5 47077.71 40180.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3360 N/A 3140QNWW8 2052-04-01 3 188145.84 155198.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5263 N/A 3140QCZ58 2050-02-01 3 17679.96 14741.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0996 N/A 3140Q8DA0 2048-01-01 3.5 3618.82 3133.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4648 N/A 3140M6EW9 2054-06-01 6 333109.74 332791.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT9390 N/A 3140LYNG4 2051-11-01 3 34137.04 28380.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO1856 N/A 3140JWB25 2049-08-01 3 126299.08 106686.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5107 N/A 3140BVU99 2055-12-01 6 437721.98 437106.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8448 N/A 3140XCL63 2051-07-01 2 57358.39 43886.69 Agency Mortgage-Backed Securities GNMA GNII SF MA4838 M N/A 36179TLT0 2047-11-20 4 45925.34 41289.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQMA1379 N/A 31418AQ92 2043-03-01 3 39304.97 33497.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0106 N/A 3140NGDL1 2053-04-01 5 553892.41 519543.75 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU5836 N/A 3140M7PW5 2051-11-01 2 38329.40 29267.95 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9817 N/A 3132AA4A9 2046-09-01 3.5 81432.97 71611.05 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2280 N/A 3140QMRA4 2051-12-01 2 129699.86 99502.76 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 9431.52 7451.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8883 N/A 3133BJ2Q4 2052-09-01 5 777525.05 740353.74 Agency Mortgage-Backed Securities GNMA GNPL PN CS2714 N/A 3618AVAP1 2058-04-15 4.67 209858.73 200832.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0527 N/A 3140QKSR0 2051-05-01 3 381585.65 319767.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4454 N/A 3140XK5Q9 2053-04-01 6 14689.20 14569.36 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0355 N/A 3133CQMC6 2054-07-01 7 539533.59 562565.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN4979 N/A 3131YBQ84 2049-04-01 4.5 404346.72 375100.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3162 N/A 3140W3QQ5 2055-10-01 5 6355922.18 5946268.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5644 N/A 31418FHW0 2055-03-01 4.5 386767.26 350571.65 Agency Mortgage-Backed Securities GNMA GNII ET DM0333 C N/A 3618LPLN5 2065-09-20 7 37723.60 38752.99 Agency Mortgage-Backed Securities GNMA GNCL CL DK1400 N/A 3618L0RV6 2067-11-15 6.21 237597.27 242153.32 Agency Mortgage-Backed Securities GNMA GNII SF DS2365 C N/A 3618VNTW1 2056-04-20 7 71647.74 74292.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2942 N/A 31427QHU9 2055-08-01 6 222197.56 219983.66 Agency Mortgage-Backed Securities GNMA GNII ET DM5597 C N/A 3618LVGE8 2065-09-20 7 12305523.64 12645794.62 Agency Mortgage-Backed Securities GNMA GNII SF DO4983 C N/A 3618V1RC5 2056-01-20 5.5 2610.33 2528.26 Agency Mortgage-Backed Securities GNMA GNII SF DL0272 C N/A 3618LBJR0 2055-08-20 6.5 468740.89 481344.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1725 N/A 31427N4K2 2055-06-01 6 120756.57 119346.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1891 N/A 3142K3C55 2056-04-01 5 140216.61 130989.34 Agency Mortgage-Backed Securities GNMA GNII SF DL0283 C N/A 3618LBJ41 2055-07-20 6.5 281082.07 288633.65 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB7574 N/A 3142K9MY8 2056-07-01 7 193433.68 201248.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2419 N/A 3140Y8VM5 2056-04-01 6.5 1703.83 1730.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0848 N/A 3140Y65J5 2055-08-01 5.5 1512.55 1469.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6976 N/A 3130G6UA7 2056-10-01 6 2089025.45 2066963.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3377 N/A 31427QXF4 2055-12-01 5.5 558606.42 536844.54 Agency Mortgage-Backed Securities GNMA GNII ET DS9141 C N/A 3618VWEN7 2066-02-20 7 25745.37 26467.75 Agency Mortgage-Backed Securities GNMA GNII SF DU2751 C N/A 3618WEBU3 2056-08-20 7 114220.03 121851.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA6193 N/A 31418F3B1 2036-08-01 4 210422.62 199819.47 Agency Mortgage-Backed Securities GNMA GNII SF AI7105 C N/A 36198T3N0 2044-06-20 4 139751.33 123385.36 Agency Mortgage-Backed Securities GNMA GNII SF DV1721 C N/A 3618WQ4E0 2056-09-20 6.5 316470.55 323460.15 Agency Mortgage-Backed Securities GNMA GNII SF DU8542 C N/A 3618WLP32 2056-09-20 6 10678.36 10745.21 Agency Mortgage-Backed Securities GNMA GNII SF DU4066 C N/A 3618WFQT7 2056-09-20 6.5 64521.00 68011.79 Agency Mortgage-Backed Securities GNMA GNII SF DT7324 C N/A 3618W7D51 2056-09-20 6.5 505731.82 516911.08 Agency Mortgage-Backed Securities GNMA GNII SF DT1043 C N/A 3618W0EQ9 2056-07-20 6 66083.53 67406.02 Agency Mortgage-Backed Securities GNMA GNII SF DS4653 C N/A 3618VRE24 2056-05-20 6.5 97008.56 99154.21 Agency Mortgage-Backed Securities GNMA GNII SF DR0303 C N/A 3618V8KQ6 2056-05-20 5.5 160291.04 156211.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAL7653 N/A 3138EQQF2 2045-06-01 3.5 9126.21 8060.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAL6167 N/A 3138ENZ93 2044-01-01 3.5 9645.02 8519.25 Agency Mortgage-Backed Securities FMAC FEPC 02.500 ZLSI2096 N/A 3133USKH3 2052-01-01 2.5 762934.93 603367.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7924 N/A 3133KPYV4 2052-09-01 4.5 13696887.31 12547033.62 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA1021 N/A 3133KGD21 2049-06-01 3 2578091.54 2178190.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8462 N/A 3133BWMK6 2053-03-01 5.5 186522.02 180659.55 Agency Mortgage-Backed Securities GNMA GNRM 2017-077 DY N/A 38376UTX7 2047-05-20 3.5 99217.83 85564.01 Agency Collateralized Mortgage Obligation FMAC FERA 5664FG 12/25/55 N/A 3137GCBF9 2055-12-25 4.9903 2140796.67 2094435.78 Agency Collateralized Mortgage Obligation FNMA FNRA CL085FC R25F085 N/A 3136BXSA3 2055-09-25 4.8903 32899758.27 32447886.90 Agency Collateralized Mortgage Obligation FMAC FGRM 3136PE 04/15/36 N/A 31396NHB5 2036-04-15 6 10624.27 10760.77 Agency Collateralized Mortgage Obligation FMAC FERA 5653FA 05/25/55 N/A 3137HRQG7 2055-05-25 4.7903 61989485.45 60884666.57 Agency Collateralized Mortgage Obligation GNMA GNRM 2006-033 PC N/A 38374DES4 2036-07-20 6 27118.88 27366.65 Agency Collateralized Mortgage Obligation FMAC FERA 5653UF 12/25/55 N/A 3137HRQV4 2055-12-25 4.7903 33884641.58 33253144.29 Agency Collateralized Mortgage Obligation FMAC FERA 5606FA 12/25/55 N/A 3137HPBH5 2055-12-25 4.8903 12103589.73 11837131.70 Agency Collateralized Mortgage Obligation FNMA FNRA CL045FD R26F045 N/A 3136G56C9 2055-12-25 4.9903 29890749.93 29244813.69 Agency Collateralized Mortgage Obligation FNMA FNRA CL102FB R25F102 N/A 3136BYCQ3 2055-12-25 4.8903 29885820.22 29227531.44 Agency Collateralized Mortgage Obligation FNMA FNRM CL106PY R17F106 N/A 3136B0JV9 2048-01-25 3 126134.73 102214.24 Agency Collateralized Mortgage Obligation REFC RFIN 04/15/30 N/A 76116EHP8 2030-04-15 0 10090.91 8396.26 Agency Debentures and Agency Strips REFC RFIN 10/15/28 N/A 76116EHL7 2028-10-15 0 279272.73 251908.47 Agency Debentures and Agency Strips REFC RFIN 10/15/27 N/A 76116EHJ2 2027-10-15 0 345272.73 327581.64 Agency Debentures and Agency Strips REFC RFIN 07/15/27 N/A 76116EGL8 2027-07-15 0 526090.91 507205.30 Agency Debentures and Agency Strips REFC 8.625 RFBD 30 A N/A 761157AB2 2030-01-15 8.625 255000.00 284900.73 Agency Debentures and Agency Strips FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 984090.80 856400.37 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q39569 G N/A 3132QWT33 2046-03-01 4 739724.58 670805.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8232 N/A 3132DWED1 2052-06-01 5 8856.49 8332.79 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8195 N/A 3132DWC84 2052-02-01 3 115481.85 95029.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8380 N/A 3132D6JZ4 2040-04-01 6 8074.33 8151.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTZA2433 N/A 31329KV27 2036-10-01 2.5 42972.68 38413.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2285 N/A 3131XVRE7 2046-12-01 3 2399921.77 2023246.05 Agency Mortgage-Backed Securities GNMA GNII SF MB1344 M N/A 3618N6P68 2056-08-20 5.5 8847867.17 8506839.90 Agency Mortgage-Backed Securities GNMA GNII SF MB0556 M N/A 3618N5TN9 2055-08-20 5.5 9094.20 8775.36 Agency Mortgage-Backed Securities GNMA GNII SF DQ5374 C N/A 3618MX6K0 2056-07-20 5 164783.05 155631.63 Agency Mortgage-Backed Securities GNMA GNII SF DP8603 C N/A 3618MPRY4 2056-05-20 6.5 377387.25 386209.10 Agency Mortgage-Backed Securities GNMA GNII SF DN0835 C N/A 3618M24U8 2055-10-20 6.5 1607.45 1693.54 Agency Mortgage-Backed Securities GNMA GNII SF DM1638 C N/A 3618LQZB4 2055-08-20 6.5 320850.99 327896.27 Agency Mortgage-Backed Securities GNMA GNII ET DM0307 C N/A 3618LPKU0 2065-08-20 7 57692.65 59266.78 Agency Mortgage-Backed Securities GNMA GNII SF DH8327 C N/A 3618KHHC3 2055-02-20 6.5 181653.85 185615.74 Agency Mortgage-Backed Securities GNMA GNII SF DF7250 C N/A 3618JRBT2 2055-02-20 6.5 82900.86 84716.73 Agency Mortgage-Backed Securities GNMA GNII SF DC5661 C N/A 3618HLJE2 2054-11-20 6.5 7490.52 7707.80 Agency Mortgage-Backed Securities GNMA GNPL PN CR4162 N/A 3618AJTT0 2058-04-15 4.73 734207.09 703597.46 Agency Mortgage-Backed Securities GNMA GNPL PN CM3792 N/A 3617YPF91 2058-04-15 4.74 5332454.68 5113361.89 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 300000000.00 300000000.00 .0017 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.890%, 10/1/2026 3.890 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 03.000 CLMA4380 N/A 31418D2N1 2051-07-01 3 321333.52 266230.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3305 N/A 31418CU77 2048-03-01 3.5 9165208.55 7918368.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CQMA1871 N/A 31418BCH7 2044-03-01 5 19976.07 19143.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB7272 N/A 31417ECJ8 2042-12-01 3 129658.11 113105.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL922191 N/A 31412DRL4 2036-12-01 6.5 76294.74 77469.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1673 N/A 3140Y72F4 2055-12-01 5 44962635.59 42304434.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9882 N/A 3140XR6U4 2053-11-01 4.5 434676.66 396188.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7129 N/A 3140XN4P6 2054-02-01 5 214745.10 201554.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5977 N/A 3140XMUB0 2053-10-01 6 2515.40 2516.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5585 N/A 3140XMF35 2053-08-01 6.5 2643638.57 2689749.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3753 N/A 3140XKE30 2044-05-01 5.5 111287.83 110816.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3368 N/A 3140XJW66 2052-03-01 2.5 60519.47 48092.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1598 N/A 3140XGX46 2052-04-01 2 6113.69 4612.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1552 N/A 3140XGWN5 2051-11-01 2.5 1626917.16 1289740.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9682 N/A 3140XDXL5 2046-12-01 2.5 28924.82 23349.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM0040 N/A 3140X3BJ6 2041-10-01 3 490136.56 429126.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6005 N/A 3140W6U75 2052-09-01 3 59599200.17 49811203.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8139 N/A 3140QUBH8 2054-03-01 5.5 666387.93 643202.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA9564 N/A 3140QHTW5 2052-06-01 3.5 576607.29 495893.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0687 N/A 3140Q7XR3 2042-11-01 3.5 30131.74 26892.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2758 N/A 3140NKB42 2053-06-01 5.5 424262.51 414550.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0721 N/A 3140NGYT1 2053-05-01 5 729978.55 696051.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8385 N/A 3140NDJ73 2053-03-01 5 20669.07 19367.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2874 N/A 3140MUFQ8 2056-04-01 5 1727502.81 1607793.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW1808 N/A 3140MTAJ2 2052-07-01 4 532881.61 470655.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6028 N/A 3140MKVW9 2055-09-01 5.5 711769.93 684052.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRBM5588 N/A 3140JAF60 2043-05-01 3.5 3113694.65 2750446.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4756 N/A 3140J9JA0 2048-09-01 4.5 8942938.82 8272388.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4125 N/A 3140BUSP8 2055-11-01 5 4720359.85 4403806.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0010 N/A 3140B0AL2 2055-02-01 5.5 614069.48 590096.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS3855 N/A 3138WDH95 2044-11-01 3.5 144721.28 127672.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAQ5323 N/A 3138ML4H4 2042-11-01 3.5 21895.95 19339.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 ZK310200 N/A 31374CRV0 2048-11-01 3 208328.48 185410.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5387 N/A 3133KY6Y0 2046-02-01 4.5 3708396.75 3427652.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ3141 N/A 3133CTP29 2054-09-01 5.5 547852.40 527499.99 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0774 N/A 3133CQ2F1 2054-08-01 7 312468.25 325819.36 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99124 G N/A 3132H7D68 2045-03-01 3.5 446333.14 394808.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 280220.25 261479.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6484 N/A 3132DUFZ5 2054-09-01 6 964944.79 957276.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5709 N/A 3132DTKW9 2054-07-01 6 100209.46 99823.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1502 N/A 3132ADU30 2048-11-01 3.5 5438484.55 4741539.73 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2067 N/A 3131XVJL0 2046-11-01 3 236655.58 205416.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1682 N/A 3142K22Q2 2056-05-01 5 808236.75 755044.90 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0031 N/A 3142JCA91 2040-10-01 4.5 18978.91 18045.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2862 N/A 3142GTFC5 2054-11-01 5 17378312.54 16289696.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0463 N/A 3142GQQR6 2053-12-01 6.5 509895.49 517271.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1544 N/A 31427NWE5 2054-12-01 5 6525952.27 6109686.43 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL0622 N/A 31427MVQ1 2050-03-01 4 1555748.51 1377029.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY9455 N/A 31426UQH0 2055-08-01 6 1531067.65 1518770.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3801 N/A 31426NGK0 2055-05-01 5.5 230078.60 221772.89 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX0544 N/A 31425UTA3 2054-11-01 4.5 514204.68 471722.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5585 N/A 31418FF36 2055-01-01 5 183656.70 171093.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 1336366.29 1296068.91 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 22992.02 17306.35 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4325 N/A 31418DYX4 2051-05-01 2 12272245.52 9282236.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4211 N/A 31418DVD1 2050-12-01 3 291291.92 241943.19 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0430 N/A 3133D3PP4 2040-09-01 2 135566.09 114256.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA3313 N/A 3133KJVE9 2050-08-01 3 63856.71 53181.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CL932846 N/A 31412RL39 2040-12-01 3 71163.98 62359.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0438 N/A 3142GQPY2 2053-11-01 6 617225.45 609617.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5713 N/A 3140X9K38 2051-02-01 2.5 28789.11 22885.59 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB9797 N/A 3140AK3F0 2054-08-01 7 394613.00 413824.29 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE6097 N/A 3133BFX21 2052-07-01 2.5 198042.76 156496.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6509 N/A 3140QSGT2 2053-06-01 4.5 347374.51 317439.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA7398 N/A 3140QFGG8 2050-10-01 3.5 443013.82 382183.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9294 N/A 3140XRKG9 2054-10-01 5.5 3623.34 3488.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7211 N/A 3133KPAL2 2052-04-01 4 267303.70 236035.11 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CTFS6691 N/A 3140XNNH3 2042-03-01 1.5 121402.29 97954.46 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 30956.69 23318.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5945 N/A 31418FTB3 2056-01-01 5.5 228225.39 219372.65 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD2924 N/A 3140B3HA3 2055-04-01 7 471203.88 493995.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0215 N/A 3140Y6GZ7 2055-04-01 5.5 5051.64 4889.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7837 N/A 3140B8V73 2055-04-01 6.5 918351.05 930385.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY3370 N/A 31426MW81 2055-05-01 6.5 313518.42 317567.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3675 N/A 31427BCM5 2055-09-01 6 337358.41 333615.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0540 N/A 31427MS69 2055-02-01 5.5 22110303.52 21293561.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4485 N/A 3140BU6X5 2055-12-01 6.5 494730.34 504979.23 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ3218 N/A 3133CTSF7 2054-09-01 7 452886.64 472436.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1220 N/A 3142JPLA7 2055-12-01 5.5 598889.45 575619.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 ZLSI2134 N/A 3133USLP4 2055-01-01 6.5 17961.74 18211.61 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 200000000.00 200000000.00 .0011 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.890%, 10/1/2026 3.890 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLDB6392 N/A 3140AGC69 2054-08-01 5.5 32048.49 30851.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8218 N/A 3133KQDX1 2052-11-01 6 30182052.85 30120551.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6953 N/A 3133KNWN9 2052-03-01 3 61902.87 51078.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6848 N/A 3133CKTD0 2053-12-01 6.5 1398726.83 1442396.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4053 N/A 3132E0QE5 2053-10-01 6 2429314.65 2413410.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3389 N/A 3132DQXS0 2053-07-01 6 3984531.76 3991051.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6258 N/A 31427T5U6 2056-08-01 5.5 26379803.72 25313388.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ5980 N/A 31427DUE9 2055-10-01 6 6383513.72 6328528.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY4271 N/A 31426NW97 2055-05-01 6.5 1088602.20 1105339.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1800 N/A 3140Y8AA4 2056-01-01 5.5 13700932.05 13246013.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2444 N/A 3140XHWE3 2052-07-01 4 632025.34 563467.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1648 N/A 3140XGZN2 2052-01-01 2.5 703301.83 557587.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6941 N/A 3140XAWB4 2051-05-01 2.5 2633307.03 2059622.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH8387 N/A 3140UQJ92 2056-09-01 5 6569880.00 6180442.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2643 N/A 3140QM5D2 2052-01-01 2.5 2360984.11 1867901.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE1757 N/A 3140BD5T3 2055-06-01 5.5 1338992.45 1291730.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9508 N/A 3140BAR65 2055-08-01 6 1322696.73 1311303.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9891 N/A 3140AK7D1 2054-08-01 6.5 1552639.14 1588666.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0864 N/A 3132DM5Z4 2051-11-01 3.5 862975.93 737403.83 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB9087 N/A 3133AGCY3 2051-02-01 2 330611.42 254828.37 Agency Mortgage-Backed Securities GNMA GNII SF MA7987 M N/A 36179W2U1 2052-04-20 2.5 3928683.40 3162911.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9423 N/A 3140NEPH2 2053-03-01 5.5 1494925.72 1455817.80 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC8196 N/A 3133ATC90 2051-10-01 2.5 154020.63 120467.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9242 N/A 3140XDHU3 2051-10-01 3 52161998.61 43510027.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3356 N/A 31418CWS9 2048-05-01 3.5 901949.14 781087.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5663 N/A 3133KMJG1 2051-08-01 3 10883.91 9061.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4270 N/A 3140W4W86 2055-12-01 5 611214.77 574910.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3322 N/A 3140B3VQ2 2055-02-01 6.5 1090206.22 1119305.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY5795 N/A 31426QNM1 2055-06-01 5.5 1028455.73 992912.87 Agency Mortgage-Backed Securities REFC RFIN 07/15/29 N/A 76116EGQ7 2029-07-15 0 87000.00 75264.74 Agency Debentures and Agency Strips REFC RFIN 07/15/28 N/A 76116EGN4 2028-07-15 0 813000.00 742669.00 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 150000000.00 150000000.00 .0008 N Y Y N Fixed Income Clearing Corporation ("FICC") - MIZUHO Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO, 3.900%, 10/1/2026 3.900 65999B002 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION MIZUHO Y FNMA FNMS 05.000 CLDG9722 N/A 3140UDYU7 2056-05-01 5 2655627.37 2479014.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7744 N/A 3140XPTA7 2054-04-01 6.5 64654.83 66466.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6480 N/A 3140XNFW9 2051-11-01 2.5 3121757.07 2497711.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6461 N/A 3140XNFB5 2053-10-01 6 1895727.86 1888310.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL255900 N/A 31371MGH4 2035-10-01 6 109.89 112.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2253973 N/A 31371KCJ8 2031-08-01 6.5 13303.94 13329.51 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL253113 N/A 31371JDS0 2030-03-01 7.5 398.94 407.98 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL251569 N/A 31371GMS6 2028-03-01 7 1.14 1.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5607 N/A 3133WQGQ0 2041-06-01 5 1617111.44 1576172.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5596 N/A 3133WQGD9 2041-05-01 5 1301776.14 1270643.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5572 N/A 3133WQFM0 2041-05-01 5 980443.53 955619.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5567 N/A 3133WQFG3 2041-05-01 5 1317518.88 1283145.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5562 N/A 3133WQFB4 2041-05-01 5 1269347.42 1241933.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0915 N/A 3133W5AQ2 2056-08-01 5.5 9559301.58 9229941.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2853 N/A 3140XJE33 2052-09-01 4.5 4346342.96 3999874.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1918 N/A 3140XHDY0 2050-02-01 3 3850392.53 3269047.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1543 N/A 3140XGWD7 2052-04-01 2.5 608.11 493.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0273 N/A 3140XFJT9 2051-12-01 2.5 661.69 533.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8801 N/A 3140XCX78 2051-10-01 2.5 641.52 518.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8677 N/A 3140XCUB2 2050-07-01 3.5 2341891.63 2031114.28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6448 N/A 3140XAEW8 2051-03-01 2 671.59 513.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2971 N/A 3140X6JR3 2045-08-01 4 290.80 265.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1389 N/A 3140X4RK4 2049-06-01 4.5 77.43 70.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM0076 N/A 3140X3CN6 2050-03-01 3 652.89 542.52 Agency Mortgage-Backed Securities GNMA GNII SF CC3963 C N/A 3617V2ML0 2051-09-20 2 680.10 500.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6730 N/A 3140W7PQ7 2056-08-01 6.5 975.01 993.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6725 N/A 3140W7PK0 2056-06-01 5.5 7836016.78 7519250.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6724 N/A 3140W7PJ3 2056-09-01 5.5 5083588.51 4879592.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6717 N/A 3140W7PB0 2056-08-01 5.5 1387856.83 1349441.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6716 N/A 3140W7PA2 2056-08-01 5 29426388.93 27482828.26 Agency Mortgage-Backed Securities GNMA GNMI SF 704098 X N/A 36296XGF5 2038-12-15 6 3.32 3.40 Agency Mortgage-Backed Securities GNMA GNMI SF 699306 X N/A 36296R3P0 2038-10-15 6 2.42 2.43 Agency Mortgage-Backed Securities GNMA GNMI SF 698465 X N/A 36296Q6A2 2039-08-15 6 20.26 20.25 Agency Mortgage-Backed Securities GNMA GNMI SF 688160 X N/A 36296DQM3 2038-12-15 6.5 3.75 3.90 Agency Mortgage-Backed Securities GNMA GNMI SF 677527 X N/A 36295QVU1 2037-11-15 6 7.67 7.73 Agency Mortgage-Backed Securities GNMA GNMI SF 677202 X N/A 36295QKP4 2038-08-15 6.5 22.72 23.57 Agency Mortgage-Backed Securities GNMA GNMI SF 677019 X N/A 36295QDY3 2038-05-15 6.5 8.03 8.22 Agency Mortgage-Backed Securities GNMA GNMI SF BR6606 X N/A 3617M5KT8 2050-02-15 3 181.41 152.69 Agency Mortgage-Backed Securities GNMA GNII SF BR2330 C N/A 3617LYST8 2049-11-20 2.5 100.98 80.19 Agency Mortgage-Backed Securities GNMA GNMI SF BP6229 X N/A 3617LC4N5 2049-11-15 3 171.32 143.98 Agency Mortgage-Backed Securities GNMA GNMI SF BK0829 X N/A 3617J04N4 2048-12-15 5.5 34.07 32.91 Agency Mortgage-Backed Securities GNMA GNMI SF BJ2873 X N/A 3617HQFN7 2048-11-15 5.5 114.97 111.72 Agency Mortgage-Backed Securities GNMA GNII SF BE6454 C N/A 3617G1E38 2048-01-20 3.5 237.25 200.44 Agency Mortgage-Backed Securities GNMA GNMI SF CO6356 X N/A 3617FJBZ2 2052-07-15 5 1281.01 1200.07 Agency Mortgage-Backed Securities GNMA GNII SF MA9726 M N/A 36179YYX6 2054-06-20 6 1396013.49 1388211.63 Agency Mortgage-Backed Securities GNMA GNII JM MA9714 M N/A 36179YYK4 2054-06-20 6.5 191.97 191.96 Agency Mortgage-Backed Securities GNMA GNII SF MA9422 M N/A 36179YPF5 2054-01-20 5 2450.41 2315.92 Agency Mortgage-Backed Securities GNMA GNII SF MA9360 M N/A 36179YMH4 2053-12-20 4.5 212412.82 193177.78 Agency Mortgage-Backed Securities GNMA GNII SF MA9326 M N/A 36179YLF9 2038-12-20 4.5 658.37 634.51 Agency Mortgage-Backed Securities GNMA GNII SF MA8396 M N/A 36179XKH8 2037-11-20 4 467.38 435.02 Agency Mortgage-Backed Securities GNMA GNII SF MA8199 M N/A 36179XDC7 2052-08-20 3.5 693.56 595.42 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 699.21 622.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI7346 N/A 3131WLET1 2038-04-01 5.5 44526.82 44070.09 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZI0724 N/A 3131WCYV4 2033-09-01 7.5 140.46 141.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7443 N/A 3130G7ER6 2056-10-01 6 1037.00 1030.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC7432 N/A 3130G7EE5 2056-09-01 6.5 1025050.00 1043126.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7429 N/A 3130G7EB1 2056-09-01 6 1132187.00 1123678.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC7427 N/A 3130G7D97 2056-09-01 6.5 1453450.00 1489244.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6091 N/A 3130G5UR2 2056-09-01 6 1000.00 1000.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC5704 N/A 3130G5GN7 2056-09-01 6 506593.00 500087.50 Agency Mortgage-Backed Securities GNMA GNMI SP 783292 X N/A 36241LUR5 2040-12-15 6 43.01 44.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0290 N/A 3140UFKC7 2041-05-01 5 1056213.39 1033402.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDG9443 N/A 3140UDP52 2041-05-01 5 1257356.51 1229411.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9229 N/A 3140UDHF9 2056-05-01 6 2989.83 2979.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9064 N/A 3140UDCA5 2056-05-01 5 1612399.66 1500793.83 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8576 N/A 3140UCQ61 2056-04-01 4.665 4927308.17 4758685.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7893 N/A 3140UBXX6 2056-04-01 5 991.99 923.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7743 N/A 3140UBS95 2056-05-01 5 874010.60 827421.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7741 N/A 3140UBS79 2056-05-01 5 1984.19 1871.52 Agency Mortgage-Backed Securities GNMA GNII SF DO7570 C N/A 3618V4MT7 2055-12-20 5.5 963.14 932.17 Agency Mortgage-Backed Securities GNMA GNII SF DO1805 C N/A 3618NXAE8 2055-11-20 5.5 1977.83 1919.14 Agency Mortgage-Backed Securities GNMA GNII SF 673979 C N/A 36295LXG1 2046-09-20 3 542.79 454.12 Agency Mortgage-Backed Securities GNMA GNMI SF 662584 X N/A 36294XCV6 2037-09-15 6.5 7.92 8.07 Agency Mortgage-Backed Securities GNMA GNMI SF 662065 X N/A 36294WQS0 2036-12-15 6.5 15.31 15.68 Agency Mortgage-Backed Securities GNMA GNMI SF 661590 X N/A 36294V7B0 2037-01-15 6 5.79 5.84 Agency Mortgage-Backed Securities GNMA GNMI SF 660070 X N/A 36294UJP8 2037-01-15 6.5 26.32 27.16 Agency Mortgage-Backed Securities GNMA GNMI SF 658701 X N/A 36294SX69 2037-05-15 6 10.98 11.10 Agency Mortgage-Backed Securities GNMA GNMI SF 654021 X N/A 36292NSJ0 2039-02-15 6.5 48.22 48.54 Agency Mortgage-Backed Securities GNMA GNMI SF 651861 X N/A 36292LFA7 2036-06-15 6 11.04 11.34 Agency Mortgage-Backed Securities GNMA GNII SF MB1416 M N/A 3618N6SE8 2056-09-20 7 1411022.00 1460376.57 Agency Mortgage-Backed Securities GNMA GNII SF MB1074 M N/A 3618N6FQ5 2056-04-20 7 1890.91 1943.15 Agency Mortgage-Backed Securities GNMA GNII SF MB0747 M N/A 3618N5ZM4 2055-11-20 6 788.39 780.82 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 804535.82 696793.37 Agency Mortgage-Backed Securities GNMA GNII SF MB0557 M N/A 3618N5TP4 2055-08-20 6 644.44 638.54 Agency Mortgage-Backed Securities GNMA GNII SF MB0201 M N/A 3618N5GK9 2055-02-20 3.5 948.04 792.37 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 11360904.02 10675873.07 Agency Mortgage-Backed Securities GNMA GNII SF DQ8213 C N/A 3618N2DS2 2056-04-20 5 993.98 932.94 Agency Mortgage-Backed Securities GNMA GNII SF DQ5058 C N/A 3618MXTP4 2056-05-20 5.5 1019.53 997.25 Agency Mortgage-Backed Securities GNMA GNII SF DP5451 C N/A 3618MLBU8 2056-05-20 5.5 7740873.59 7511035.87 Agency Mortgage-Backed Securities GNMA GNII SF DP3228 C N/A 3618MHSR6 2056-01-20 5.5 4891.51 4745.54 Agency Mortgage-Backed Securities GNMA GNII SF DN5665 C N/A 3618M8JJ4 2055-10-20 6 1531.90 1522.35 Agency Mortgage-Backed Securities GNMA GNCL CL DN3159 N/A 3618M5QL7 2068-07-15 5.7 38757.00 38476.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0361 N/A 3132CWMJ0 2035-07-01 3 4446.43 4136.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9813 N/A 3132AA3W2 2046-09-01 3 227.77 193.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5124 N/A 3130G4SN7 2056-09-01 5.5 1008.00 971.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC5051 N/A 3130G4QD1 2056-09-01 5 1708254.00 1598570.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4918 N/A 3130G4K88 2056-09-01 5.5 1000.00 970.77 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC4769 N/A 3130G4FK7 2056-08-01 4.5 1000.00 905.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC4628 N/A 3130G4A63 2056-08-01 4.5 1612868.00 1469432.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3891 N/A 3130G3F94 2056-09-01 5.5 5005738.83 4837508.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC4583 N/A 3130G36V5 2056-09-01 6.5 1576610.00 1609140.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4579 N/A 3130G36R4 2056-09-01 5.5 1832965.00 1764462.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1714 N/A 3130G0YL2 2056-08-01 6 1583542.70 1579186.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1734 N/A 3130G0Y81 2056-08-01 5.5 3380974.08 3261100.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1441 N/A 3130G0P32 2056-08-01 6.5 999244.75 1024112.06 Agency Mortgage-Backed Securities FMAC FMAR 1B7562 G N/A 3128QPYJ5 2037-11-01 5.7 788.52 802.28 Agency Mortgage-Backed Securities GNMA GNII SF MA8874 M N/A 36179X2F2 2053-05-20 3 2066.63 1736.69 Agency Mortgage-Backed Securities GNMA GNII SF MA7649 M N/A 36179WQA9 2051-10-20 2.5 651.14 524.26 Agency Mortgage-Backed Securities GNMA GNII SF MA7588 M N/A 36179WND6 2051-09-20 2 646.05 498.56 Agency Mortgage-Backed Securities GNMA GNII SF MA7534 M N/A 36179WLP1 2051-08-20 2.5 1175223.97 946291.38 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 965997.99 777912.28 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 51967.99 41850.54 Agency Mortgage-Backed Securities GNMA GNII JM MA7979 M N/A 36179W2L1 2052-04-20 3 727.35 594.28 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 87.10 78.19 Agency Mortgage-Backed Securities GNMA GNII SF MA6997 M N/A 36179VX21 2050-11-20 3.5 614.11 528.73 Agency Mortgage-Backed Securities GNMA GNII SF MA6711 M N/A 36179VN48 2050-06-20 3.5 222.65 192.11 Agency Mortgage-Backed Securities GNMA GNII JM MA6590 M N/A 36179VKB5 2050-04-20 3.5 93.17 76.89 Agency Mortgage-Backed Securities GNMA GNII JM MA6531 M N/A 36179VHG8 2050-03-20 3 174.57 143.73 Agency Mortgage-Backed Securities GNMA GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 2351.04 1965.74 Agency Mortgage-Backed Securities GNMA GNII JM MA6465 M N/A 36179VFE5 2050-02-20 3.5 90.55 75.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4735 N/A 3132A5HL2 2047-09-01 3.5 31599.29 27240.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 10302.00 8980.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4697 N/A 3132A5GE9 2047-01-01 3 4392.86 3702.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4722 N/A 3132A5G74 2047-06-01 3.5 203.19 177.51 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA4785 N/A 31329NJ66 2046-12-01 3 51187.50 43704.38 Agency Mortgage-Backed Securities GNMA GNII SF DM3664 C N/A 3618LTB99 2055-10-20 6.5 1712.35 1750.03 Agency Mortgage-Backed Securities GNMA GNPL PN DK8579 N/A 3618L8Q81 2060-09-15 5.45 990.74 972.15 Agency Mortgage-Backed Securities GNMA GNCL CL DK1402 N/A 3618L0RX2 2068-10-15 6.11 1000.00 998.85 Agency Mortgage-Backed Securities GNMA GNPL PN DJ8021 N/A 3618KU4E4 2060-07-15 5.7 989.73 985.97 Agency Mortgage-Backed Securities GNMA GNPL PN DJ4693 N/A 3618KRGA6 2060-06-15 4.86 978.99 929.82 Agency Mortgage-Backed Securities GNMA GNPL PN DJ2715 N/A 3618KPAQ1 2060-05-15 5.16 986.71 953.88 Agency Mortgage-Backed Securities GNMA GNPL PN DE5570 N/A 3618JBFK2 2055-02-15 5.71 1960.13 1973.39 Agency Mortgage-Backed Securities GNMA GNPL PN DC7236 N/A 3618HNBD8 2055-03-15 5.84 981.61 989.11 Agency Mortgage-Backed Securities GNMA GNPL PN DC1792 N/A 3618HF7D0 2059-10-15 5.3 981.17 962.77 Agency Mortgage-Backed Securities GNMA GNII SF DB5978 C N/A 3618H8UB4 2044-04-20 6.5 611.10 617.68 Agency Mortgage-Backed Securities GNMA GNPL PN DB4202 N/A 3618H6U36 2060-01-15 5.38 984.02 967.23 Agency Mortgage-Backed Securities GNMA GNPL PN CU4637 N/A 3618BNEJ8 2058-11-15 5.74 974.00 980.56 Agency Mortgage-Backed Securities GNMA GNPL PN CQ8774 N/A 3618ABXB1 2058-07-15 5.35 968.10 957.41 Agency Mortgage-Backed Securities GNMA GNMI SF AM7539 X N/A 36184YLU9 2045-05-15 3 170.99 144.62 Agency Mortgage-Backed Securities GNMA GNII SF MA9966 M N/A 36180ACB7 2054-10-20 6 77096.32 76855.80 Agency Mortgage-Backed Securities GNMA GNII SF MA9965 M N/A 36180ACA9 2054-10-20 5.5 15743222.32 15239290.52 Agency Mortgage-Backed Securities GNMA GNII SF CL5555 C N/A 3617YDE40 2052-05-20 3 1811.37 1512.53 Agency Mortgage-Backed Securities GNMA GNMI SF CF8177 X N/A 3617WACN8 2051-08-15 3.5 898.24 761.92 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3218 N/A 31329LSF0 2046-09-01 4 55007.11 48096.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3213 N/A 31329LSA1 2046-07-01 3.5 277.15 239.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3211 N/A 31329LR87 2046-05-01 3.5 81.91 70.72 Agency Mortgage-Backed Securities GNMA GNII SF MA6338 M N/A 36179VBF6 2049-12-20 3 174.67 145.92 Agency Mortgage-Backed Securities GNMA GNII JM MA6080 M N/A 36179UXH0 2049-08-20 3 53.84 44.33 Agency Mortgage-Backed Securities GNMA GNII JM MA5976 M N/A 36179UT93 2049-06-20 3.5 44.68 37.27 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 17996.48 16745.81 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C91385 G N/A 3128P7RE5 2031-08-01 4 548.51 535.87 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91295 G N/A 3128P7NL3 2030-04-01 4.5 13895.14 13770.29 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91288 G N/A 3128P7ND1 2030-02-01 4.5 34708.99 34474.53 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91309 G N/A 3128P7N25 2030-07-01 4.5 6782.84 6715.65 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16785 G N/A 3128MFXN3 2034-03-01 4 2958.65 2864.35 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G05394 G N/A 3128M7KF2 2035-05-01 7 1042.26 1075.63 Agency Mortgage-Backed Securities FMAC 04.000 FGPC D98784 G N/A 3128E5XM6 2031-09-01 4 2230.22 2210.78 Agency Mortgage-Backed Securities GNMA GNII SF MA5594 M N/A 36179UGB2 2048-11-20 3.5 120.63 104.88 Agency Mortgage-Backed Securities GNMA GNII SF MA5531 M N/A 36179UEC2 2048-10-20 5.5 68.40 67.03 Agency Mortgage-Backed Securities GNMA GNII JM MA5517 M N/A 36179UDW9 2048-10-20 3.5 28.18 23.37 Agency Mortgage-Backed Securities GNMA GNII SF MA5194 M N/A 36179TXX8 2048-05-20 5 67.53 64.99 Agency Mortgage-Backed Securities GNMA GNII SF MA4719 M N/A 36179TG41 2047-09-20 3.5 115.11 100.19 Agency Mortgage-Backed Securities GNMA GNII JM MA4645 M N/A 36179TES0 2047-08-20 4.5 61.43 55.57 Agency Mortgage-Backed Securities GNMA GNII SF MA4654 M N/A 36179TE35 2047-08-20 4.5 79.08 73.67 Agency Mortgage-Backed Securities GNMA GNII SF MA4653 M N/A 36179TE27 2047-08-20 4 103.12 92.79 Agency Mortgage-Backed Securities GNMA GNII SF MA5399 M N/A 36179T7L3 2048-08-20 4.5 31385.64 29191.94 Agency Mortgage-Backed Securities GNMA GNII SF MA4003 M N/A 36179SNU7 2046-10-20 3 83745.01 71568.79 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 254.35 216.82 Agency Mortgage-Backed Securities GNMA GNII SF MA3663 M N/A 36179SB89 2046-05-20 3.5 102.49 89.46 Agency Mortgage-Backed Securities GNMA GNII SF MA3603 M N/A 36179SAC1 2039-10-20 6.5 57.11 59.35 Agency Mortgage-Backed Securities GNMA GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 286.37 249.97 Agency Mortgage-Backed Securities GNMA GNII SF MA3310 M N/A 36179RVB2 2045-12-20 3.5 1689833.30 1472888.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3PZA3168 N/A 31329LQV7 2044-07-01 4.5 22.23 19.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZA0543 N/A 31329HS85 2028-07-01 6 9.07 9.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN2103 N/A 3131Y8KQ7 2048-12-01 4.5 4217.94 3866.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0628 N/A 3131Y6VV8 2043-02-01 3.5 13870.09 12251.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0614 N/A 3131Y6VF3 2043-02-01 3.5 20296.94 17927.79 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZN0398 N/A 3131Y6NP0 2033-08-01 3.5 354.67 334.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZM9304 N/A 3131Y4KR4 2042-07-01 3.5 718.95 622.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM6152 N/A 3131Y0ZR6 2048-04-01 3.5 41489.06 35961.03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3499 N/A 3131XW3G6 2047-06-01 4 871309.14 781244.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2269 N/A 3131XVQW8 2046-12-01 3 26936.41 22871.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2277 N/A 3131XVQ65 2046-12-01 3 15803.20 13493.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2076 N/A 3131XVJV8 2046-11-01 3.5 11606.43 10144.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 4PZL0908 N/A 3131XGAH1 2034-02-01 5 160.74 157.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZJ9240 N/A 3131X1HR5 2028-03-01 5 8081.06 8084.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZJ0375 N/A 3131WQMY0 2040-08-01 5 649942.41 626791.32 Agency Mortgage-Backed Securities GNMA GNII SF MA3104 M N/A 36179RNV7 2045-09-20 3 64758.73 55202.07 Agency Mortgage-Backed Securities GNMA GNII SF MA2678 M N/A 36179Q6P1 2045-03-20 3.5 71.95 62.91 Agency Mortgage-Backed Securities GNMA GNII SF MA1011 M N/A 36179NDQ8 2043-05-20 3 106.66 91.44 Agency Mortgage-Backed Securities GNMA GNII SF MA0392 M N/A 36179MNH9 2042-09-20 3.5 82.53 73.04 Agency Mortgage-Backed Securities GNMA GNII SF MA0317 M N/A 36179MK66 2042-08-20 3 192.04 165.51 Agency Mortgage-Backed Securities GNMA GNII SF AB9182 C N/A 36178WFX2 2042-11-20 3 82.69 69.31 Agency Mortgage-Backed Securities GNMA GNMI SF 762838 X N/A 36176DHP1 2041-03-15 4 36.33 32.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9942 N/A 3142KCBL1 2056-06-01 5 997.66 935.34 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB9830 N/A 3142KB4Q0 2056-07-01 4.5 997.42 908.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6631 N/A 3142K8LM7 2056-06-01 5.5 992.12 967.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6595 N/A 3142K8KH9 2056-06-01 5.5 997.24 958.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5113 N/A 3142K6VF5 2056-06-01 5.5 6145079.38 5904668.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4792 N/A 3142K6KE0 2056-06-01 6.5 997.22 1010.13 Agency Mortgage-Backed Securities GNMA GNII SF MA0934 M N/A 36179NBB3 2043-04-20 3.5 86.20 76.16 Agency Mortgage-Backed Securities GNMA GNII JM MA0529 M N/A 36179MSS0 2042-11-20 4 59.74 52.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4788 N/A 3142K6KA8 2056-05-01 4.5 995.41 904.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4621 N/A 3142K6D32 2056-06-01 5 1909.69 1779.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5308 N/A 3142K63S8 2056-06-01 5 996.38 932.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4257 N/A 3142K5WT6 2056-05-01 6.5 1094191.46 1121682.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4028 N/A 3142K5PN7 2056-04-01 4.5 2600079.30 2364811.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2168 N/A 3142K3MS4 2056-05-01 5 5183967.14 4830206.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA7360 N/A 3142JWFA9 2056-02-01 6.5 783.94 798.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRQ0168 N/A 3142J6FJ7 2056-10-01 6.5 2008.00 2030.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0163 N/A 3142J6FD0 2056-10-01 4 1000.00 875.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7326 N/A 3140UBD83 2056-06-01 5 3678923.87 3423977.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7237 N/A 3140UBBF9 2056-03-01 4.5 993.23 898.99 Agency Mortgage-Backed Securities GNMA GNII SF MA2892 M N/A 36179RF95 2045-06-20 3.5 167.27 146.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2278 N/A 3131XVQ73 2046-12-01 3 9052.68 7781.27 Agency Mortgage-Backed Securities GNMA GNII SF MA6818 M N/A 36179VSF8 2050-08-20 2 968.77 747.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6847 N/A 3140XNTD6 2053-11-01 6 1408240.21 1401598.01 Agency Mortgage-Backed Securities GNMA GNII JM MA6645 M N/A 36179VL24 2050-05-20 2.5 212.47 167.68 Agency Mortgage-Backed Securities GNMA GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 122101.58 105190.45 Agency Mortgage-Backed Securities GNMA GNII SF MA5263 M N/A 36179TZ40 2048-06-20 3.5 115.72 100.72 Agency Mortgage-Backed Securities GNMA GNII SP 786726 C N/A 3622ACLF5 2051-03-20 2 752.74 575.75 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL554449 N/A 31385V5J6 2030-10-01 8 795.05 800.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8687 N/A 3140XQUM7 2048-08-01 5.5 4200740.68 4186393.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254548 N/A 31371KWH0 2032-12-01 5.5 13508.13 13638.70 Agency Mortgage-Backed Securities GNMA GNII SF MA5762 M N/A 36179UMK5 2049-02-20 3.5 799766.80 696200.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4279 N/A 31418DXH0 2036-03-01 2 62035.93 54808.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4161 N/A 3140XKTT7 2052-07-01 4 3373988.76 2987063.85 Agency Mortgage-Backed Securities GNMA GNII SF CJ9458 C N/A 3617XSQK9 2052-01-20 2.5 109430.26 86896.80 Agency Mortgage-Backed Securities GNMA GNMI SF 683944 X N/A 36295XZH1 2038-02-15 5.5 5.89 5.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL975312 N/A 31414TAM3 2038-05-01 6 66.85 67.79 Agency Mortgage-Backed Securities GNMA GNMI SF 687726 X N/A 36296DA32 2038-07-15 6 5.85 5.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7200 N/A 3140UBAA1 2056-05-01 4.5 102002.36 93220.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7017 N/A 3140UAYP4 2056-08-01 5.5 980031.51 951068.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6640 N/A 3140UALW3 2056-05-01 6 3269515.70 3256873.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6645 N/A 3140UAL37 2056-05-01 6 2848959.35 2819482.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5666 N/A 3140U9JL3 2056-04-01 6 994.79 981.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5413 N/A 3140U9AP3 2056-03-01 6.5 2951.28 3019.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4846 N/A 3140U8L40 2056-05-01 5.5 9027157.34 8747492.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4706 N/A 3140U8GQ7 2056-05-01 6 1249967.28 1235473.07 Agency Mortgage-Backed Securities GNMA GNII SF DN1388 C N/A 3618M3RH0 2055-10-20 6.5 988.21 1017.84 Agency Mortgage-Backed Securities GNMA GNII SF DN1386 C N/A 3618M3RF4 2055-10-20 6.5 1809.63 1869.59 Agency Mortgage-Backed Securities GNMA GNII SF DM6587 C N/A 3618LWJ86 2055-09-20 5.5 1962.54 1945.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7905 N/A 3133KPYA0 2052-10-01 4.5 62460.30 57128.25 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA9290 N/A 3133A4KB1 2050-05-01 2.5 502.83 400.49 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U49055 G N/A 3132LKA83 2030-06-01 3 1278.04 1247.06 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99186 G N/A 3132H7F41 2047-01-01 3.5 18807.99 16638.29 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U99084 G N/A 3132H7CW2 2044-02-01 4.5 159907.73 149153.14 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U99076 G N/A 3132H7CN2 2043-12-01 4.5 47614.83 44777.51 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99094 G N/A 3132H7C85 2044-03-01 3.5 23849.28 21096.34 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U79018 G N/A 3132G5AU3 2028-07-01 3 1580.44 1563.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8490 N/A 3132DWNF6 2055-01-01 4.5 884.15 799.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 155132.99 150570.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 1307.30 1264.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8037 N/A 3132DV4W2 2050-01-01 2.5 14146788.62 11315448.78 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3417 N/A 3132DQYN0 2053-07-01 2.5 98987.11 78258.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2667 N/A 3132DP6C7 2053-03-01 5.5 93553.40 90355.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6709 N/A 3140W7N30 2052-06-01 4 988.63 872.30 Agency Mortgage-Backed Securities GNMA GNMI SF 673009 X N/A 36295KVA8 2038-08-15 6 7.19 7.39 Agency Mortgage-Backed Securities GNMA GNMI SF 697656 X N/A 36296QBZ1 2038-10-15 6.5 3.16 3.27 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0480 N/A 3131Y6Q93 2042-10-01 3.5 85114.03 75177.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT257500 N/A 31371N7M1 2028-11-01 6 12409.56 12522.10 Agency Mortgage-Backed Securities GNMA GNII JM 004310 M N/A 36202EYF0 2038-12-20 6 24.79 24.21 Agency Mortgage-Backed Securities GNMA GNMI SF 681638 X N/A 36295VHP7 2038-12-15 6 52.58 53.69 Agency Mortgage-Backed Securities GNMA GNII JM 004461 M N/A 36202E5W5 2039-06-20 4.5 9.43 8.66 Agency Mortgage-Backed Securities GNMA GNMI SF 724247 X N/A 3620AATC2 2039-08-15 5 42.42 40.92 Agency Mortgage-Backed Securities GNMA GNMI SF 710853 X N/A 36297FWN8 2039-09-15 5 53.76 52.13 Agency Mortgage-Backed Securities GNMA GNII SF 004696 M N/A 36202FGD2 2040-05-20 4.5 31.04 29.19 Agency Mortgage-Backed Securities GNMA GNII SP 783050 M N/A 36241LL79 2040-07-20 5 58.07 55.78 Agency Mortgage-Backed Securities GNMA GNII SP 784101 M N/A 3622A2RW4 2044-08-20 3.5 96.53 84.65 Agency Mortgage-Backed Securities GNMA GNII SF 004871 M N/A 36202FMU7 2040-11-20 6 21.83 22.00 Agency Mortgage-Backed Securities GNMA GNII SF 005056 M N/A 36202FTM8 2041-05-20 5 30.29 29.42 Agency Mortgage-Backed Securities GNMA GNII SP 783311 M N/A 36241LVC7 2041-05-20 5.5 32.46 32.41 Agency Mortgage-Backed Securities GNMA GNMI SF 479607 X N/A 36209RYC1 2041-10-15 4 71.51 63.87 Agency Mortgage-Backed Securities GNMA GNII SF 005259 M N/A 36202FZY5 2041-12-20 4 47.64 43.48 Agency Mortgage-Backed Securities GNMA GNII SF 005283 M N/A 36202F2Q8 2042-01-20 6 23.75 24.23 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 662.76 533.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 7624.44 7172.29 Agency Mortgage-Backed Securities GNMA GNII SF MA6287 M N/A 36179U6Y3 2049-11-20 5 119.29 114.77 Agency Mortgage-Backed Securities GNMA GNII SF MA6824 M N/A 36179VSM3 2050-08-20 5 175.15 169.00 Agency Mortgage-Backed Securities GNMA GNII SF AB9233 C N/A 36178WHJ1 2042-11-20 4 117.60 103.70 Agency Mortgage-Backed Securities GNMA GNMI SP 783748 X N/A 3622A2EV0 2043-04-15 3.5 122.77 107.35 Agency Mortgage-Backed Securities GNMA GNII SF CD7215 C N/A 3617VJAQ5 2051-05-20 2.5 430447.41 340487.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6384 N/A 3140W7CW8 2056-06-01 6 1008.09 1000.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5862 N/A 3140W6QQ8 2056-05-01 5 38522930.16 36176335.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5860 N/A 3140W6QN5 2056-04-01 4.5 30177877.74 27579109.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5874 N/A 3140W6Q47 2056-05-01 5.5 9166949.44 8885813.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5448 N/A 3140W6BS0 2056-04-01 6.5 20917690.04 21163830.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5439 N/A 3140W6BH4 2056-04-01 5 3685344.93 3436354.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6272 N/A 3140W66J6 2050-02-01 3 998.06 845.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4762 N/A 3140W5JG0 2055-05-01 6.5 10101867.40 10222353.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4622 N/A 3140W5D43 2052-01-01 3.5 4730096.24 4104297.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4620 N/A 3140W5D27 2052-04-01 2.5 38650754.93 30984450.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3695 N/A 3140W4C96 2055-05-01 6.5 17672434.30 17935596.48 Agency Mortgage-Backed Securities GNMA GNMI SP 782964 X N/A 36241LJH0 2040-01-15 6 21.85 22.45 Agency Mortgage-Backed Securities GNMA GNMI SP 782962 X N/A 36241LJF4 2040-05-15 5 66.39 64.38 Agency Mortgage-Backed Securities GNMA GNMI SP 782939 X N/A 36241LHQ2 2036-09-15 5 25.50 25.08 Agency Mortgage-Backed Securities GNMA GNMI SP 782561 X N/A 36241KZ27 2038-10-15 6.5 29.49 30.84 Agency Mortgage-Backed Securities GNMA GNMI SP 782365 X N/A 36241KTW8 2038-07-15 6 6.05 6.21 Agency Mortgage-Backed Securities GNMA GNMI SP 781969 X N/A 36241KFJ2 2035-08-15 5 31.48 31.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0149 N/A 3142J6EX7 2056-08-01 7 330781.05 341079.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0093 N/A 3142J6C76 2056-02-01 4.5 322686.29 291589.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3277 N/A 3140W3UB3 2055-10-01 6.5 20096262.05 20324758.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA3270 N/A 3140W3T41 2051-12-01 3 924.43 769.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2594 N/A 3140W23C3 2049-08-01 5 2392311.31 2281376.91 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA1591 N/A 3140W1XV0 2051-10-01 2 183005.99 137750.64 Agency Mortgage-Backed Securities GNMA GNMI SP 781904 X N/A 36241KDH8 2035-04-15 5 50456.23 50036.32 Agency Mortgage-Backed Securities GNMA GNMI SF 758872 X N/A 36230T2D3 2033-03-15 3 200.08 186.44 Agency Mortgage-Backed Securities GNMA GNII SP 788689 C N/A 3622AERJ7 2056-06-20 5.5 73100.32 70928.04 Agency Mortgage-Backed Securities GNMA GNII SF MA4195 M N/A 36179SUU9 2047-01-20 3 143.71 122.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2276 N/A 3131XVQ57 2046-12-01 3 12911.77 11075.75 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4847 N/A 3140X8L54 2050-11-01 2 5869173.05 4459727.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV6103 N/A 3138XHX97 2044-01-01 4 118833.41 108259.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS2491 N/A 3138WBXV2 2044-05-01 4 261268.89 238828.83 Agency Mortgage-Backed Securities GNMA GNII SF AI4167 C N/A 36198QTY4 2044-08-20 4 150.16 132.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4306 N/A 31418DYC0 2051-04-01 2.5 604.51 480.54 Agency Mortgage-Backed Securities GNMA GNII RG CO7380 C N/A 3617FKFV4 2047-05-20 3 641.33 533.73 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 14766.76 13106.41 Agency Mortgage-Backed Securities GNMA GNII SP 787276 C N/A 3622AC6M7 2054-02-20 6 742.24 747.68 Agency Mortgage-Backed Securities GNMA GNII SF AU5555 C N/A 36194TE44 2046-08-20 3 242765.95 203181.42 Agency Mortgage-Backed Securities GNMA GNII SF MA7257 M N/A 36179WB23 2051-03-20 3.5 3199.51 2760.91 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3224 N/A 31329LSM5 2046-11-01 4 286.49 254.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0393 N/A 3132DMNJ0 2050-06-01 3 209518.41 174187.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2685 N/A 3140XH6X0 2052-08-01 4 4365098.85 3892652.08 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5605 N/A 3133KMGN9 2051-07-01 2.5 1289382.63 1022227.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI9164 N/A 3131WNFD1 2039-09-01 5.5 10639.60 10541.32 Agency Mortgage-Backed Securities GNMA GNII JM MA6330 M N/A 36179VA75 2049-12-20 3.5 330.80 274.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6771 N/A 3140QSQZ7 2053-07-01 6.5 4242803.12 4299491.68 Agency Mortgage-Backed Securities GNMA GNII SP 785043 M N/A 3622AAP40 2049-04-20 3 211.49 178.98 Agency Mortgage-Backed Securities GNMA GNMI SP 786285 X N/A 3622AB2S0 2041-03-15 5 296.63 296.88 Agency Mortgage-Backed Securities GNMA GNMI SF BO1489 X N/A 3617KGUN8 2049-06-15 4 92.15 80.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8809 N/A 3140XQYF8 2054-08-01 6 741.67 736.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3026 N/A 3140XJLG6 2051-11-01 2.5 709.49 567.71 Agency Mortgage-Backed Securities GNMA GNII SF BP8086 C N/A 3617LE6X7 2050-02-20 3.5 349.36 289.40 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6495 N/A 3133KNGC1 2051-12-01 2.5 237328.51 187070.38 Agency Mortgage-Backed Securities GNMA GNII SP 788220 M N/A 3622AEAV8 2052-04-20 3 2446077.90 2045160.02 Agency Mortgage-Backed Securities GNMA GNII SP 787898 C N/A 3622ADUX4 2052-01-20 2.5 1726.24 1377.81 Agency Mortgage-Backed Securities GNMA GNII SP 787823 M N/A 3622ADSL3 2043-05-20 6.5 1491.93 1559.93 Agency Mortgage-Backed Securities GNMA GNII SP 787438 C N/A 3622ADEK0 2052-04-20 3.5 3286.36 2795.54 Agency Mortgage-Backed Securities GNMA GNII SP 787097 C N/A 3622ACX21 2053-08-20 5 658.37 621.32 Agency Mortgage-Backed Securities GNMA GNII SP 787004 C N/A 3622ACU57 2053-10-20 6.5 1071.00 1085.71 Agency Mortgage-Backed Securities GNMA GNII SP 787259 C N/A 3622AC5U0 2051-02-20 2 851.80 649.45 Agency Mortgage-Backed Securities GNMA GNII SP 786238 C N/A 3622ABZB1 2052-03-20 3 1361.12 1130.57 Agency Mortgage-Backed Securities GNMA GNII SP 785843 C N/A 3622ABLY6 2052-01-20 2.5 739.04 591.40 Agency Mortgage-Backed Securities GNMA GNII SP 785568 C N/A 3622ABCD2 2051-08-20 2.5 1256.00 1010.58 Agency Mortgage-Backed Securities GNMA GNII SP 785360 C N/A 3622AAZZ0 2051-03-20 2 667.55 505.65 Agency Mortgage-Backed Securities GNMA GNII SP 785359 C N/A 3622AAZY3 2051-03-20 2 1191.05 912.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3622 N/A 3140U7AY8 2056-05-01 5 6263008.41 5863013.73 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG0964 N/A 3140U4CA5 2056-01-01 5.324 994.91 987.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0049 N/A 3142J6BT9 2055-09-01 5.5 483521.53 465181.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1065 N/A 3142GRFF2 2054-03-01 5.5 138508.06 133741.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6366 N/A 31427UCC5 2056-08-01 5.5 641399.83 615471.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6355 N/A 31427UBZ5 2056-08-01 5 15541820.12 14464659.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6353 N/A 31427UBX0 2056-08-01 5 17092179.22 15932077.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6351 N/A 31427UBV4 2056-07-01 5 318035.53 297740.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6349 N/A 31427UBT9 2056-08-01 5 755190.76 711104.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL6346 N/A 31427UBQ5 2056-08-01 4.5 20390192.14 18428207.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5473 N/A 31427TCK0 2056-05-01 4.5 1002.25 913.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5050 N/A 31427STG3 2056-03-01 6.5 201682.17 203994.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5044 N/A 31427STA6 2056-04-01 6 949.51 947.69 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL1291 N/A 31427NNH8 2054-11-01 4 28307702.46 25053058.96 Agency Mortgage-Backed Securities GNMA GNII SF BG0317 C N/A 3617GJK65 2048-02-20 3 49.48 46.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV4195 N/A 3140MHUV9 2052-03-01 3 2958421.03 2465005.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5594 N/A 3140AFGC4 2054-06-01 6.5 4398111.44 4455718.39 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3000 N/A 3131XWKM4 2047-04-01 4 30464.78 27389.43 Agency Mortgage-Backed Securities GNMA GNII SF CE9948 C N/A 3617W0BR2 2051-09-20 3 1607.99 1343.26 Agency Mortgage-Backed Securities FMAC FEPC 08.000 CLZA0674 N/A 31329HXB2 2030-04-01 8 4.02 4.14 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U99126 G N/A 3132H7D84 2043-11-01 3 254725.47 218459.36 Agency Mortgage-Backed Securities GNMA GNII SF MA8042 M N/A 36179W5B0 2052-05-20 2.5 708.87 570.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZI7350 N/A 3131WLEX2 2038-04-01 4.5 16.28 15.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3208 N/A 31329LR53 2046-04-01 3.5 610.69 527.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6870 N/A 3140QST43 2053-08-01 5.5 2533078.46 2454503.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6063 N/A 3140X9WZ4 2051-02-01 3 570.25 473.30 Agency Mortgage-Backed Securities GNMA GNII SF BO3334 C N/A 3617KJV35 2049-06-20 4.5 102.41 92.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 3241652.68 2851137.98 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M N/A 36179SQV2 2046-11-20 3 133.80 113.78 Agency Mortgage-Backed Securities GNMA GNII FS MA5425 M N/A 36179UA28 2041-08-20 4.5 1306.56 1182.02 Agency Mortgage-Backed Securities GNMA GNII JM MA6923 M N/A 36179VVQ0 2050-10-20 3 466.39 383.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5202 N/A 3140QQX83 2052-11-01 6.5 1526940.00 1558022.56 Agency Mortgage-Backed Securities GNMA GNII SP 785587 M N/A 3622ABCY6 2044-12-20 3.5 964.65 839.30 Agency Mortgage-Backed Securities GNMA GNII JM MA6030 M N/A 36179UVX7 2049-07-20 3.5 102.91 85.33 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 462.32 462.03 Agency Mortgage-Backed Securities GNMA GNII SP 785140 C N/A 3622AAS54 2050-02-20 4.5 159.76 142.28 Agency Mortgage-Backed Securities GNMA GNMI SF CK1545 X N/A 3617XVWE9 2051-12-15 3.5 804.60 682.47 Agency Mortgage-Backed Securities GNMA GNII SF MA4452 M N/A 36179S5M5 2047-05-20 4 87.20 78.48 Agency Mortgage-Backed Securities GNMA GNII SF CT7507 C N/A 3618BDKU8 2053-05-20 7 72.00 73.90 Agency Mortgage-Backed Securities GNMA GNII SP 787356 C N/A 3622ADBZ0 2052-03-20 2.5 796.50 641.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY3820 N/A 31426NG61 2055-05-01 6.5 27483.63 27797.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE7585 N/A 31419JNB0 2040-11-01 5 62.87 59.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6127 N/A 31418FYZ4 2041-07-01 5.5 31651119.04 31419672.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA6083 N/A 31418FXM4 2041-06-01 3 330436.82 300064.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0065 N/A 3140U3CB5 2056-01-01 6.5 992.20 1027.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8163 N/A 3140QUB96 2054-03-01 6 2397924.76 2383077.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6478 N/A 3140QSFU0 2053-06-01 5 763.93 718.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4900 N/A 3140QQNS0 2052-10-01 5 2217943.58 2086385.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4020 N/A 3140QPPE1 2052-07-01 4 3434.27 3026.51 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0743 N/A 3140QKZH4 2036-06-01 2 3748720.68 3309599.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1189 N/A 3140Q8KB0 2048-02-01 3.5 124465.02 107759.25 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HFBZ6955 N/A 3140Q2WR5 2031-07-01 4.205 24326556.00 24326443.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7371 N/A 3140N0FM2 2053-02-01 5.5 26089374.81 25293167.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV8377 N/A 3140MNJX5 2052-05-01 4.5 1981045.84 1814221.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6507 N/A 3140MLGR5 2055-11-01 5.5 2181221.02 2109813.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5269 N/A 3140M62B8 2054-12-01 4.5 2315958.19 2131721.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 298.20 251.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC9555 N/A 3140F5TM5 2046-11-01 3 1925979.92 1631720.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7731 N/A 3140BYSV7 2055-12-01 5.5 2303272.41 2224195.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDF7666 N/A 3140BYQU1 2040-12-01 5.5 1439232.78 1431643.06 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 171.63 154.13 Agency Mortgage-Backed Securities GNMA GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 1030.96 830.25 Agency Mortgage-Backed Securities GNMA GNII SF MA8266 M N/A 36179XFF8 2052-09-20 3.5 3045244.25 2612878.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3505 N/A 3132DQ3N4 2053-06-01 6 75108.64 74960.70 Agency Mortgage-Backed Securities GNMA GNII SF MA9366 M N/A 36179YMP6 2053-12-20 7.5 136.54 140.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1594 N/A 3140UGXY3 2056-05-01 5.5 1187717.80 1147532.03 Agency Mortgage-Backed Securities GNMA GNII SF MB0553 M N/A 3618N5TK5 2055-08-20 4 205919.87 178512.18 Agency Mortgage-Backed Securities GNMA GNCL CL DF8955 N/A 3618JS5Q3 2067-09-15 5.55 1810092.00 1789022.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 275.55 228.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0638 N/A 3131Y6V71 2043-02-01 3.5 16571.80 14637.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9673 N/A 3140UDXB0 2056-02-01 6.5 994.29 1009.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 422917.58 336423.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5445 N/A 3140W6BP6 2056-04-01 6 22750564.04 22644986.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5550 N/A 3133WQEX7 2041-05-01 5 1112918.40 1088879.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6220 N/A 31418F4E4 2041-10-01 6 1724140.00 1739663.01 Agency Mortgage-Backed Securities GNMA GNII SP 788784 C N/A 3622AEUH7 2056-08-20 5.5 2005.86 1921.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI5313 N/A 3140UY3X9 2056-08-01 5 1000.00 932.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2595 N/A 3140W23D1 2048-08-01 5 2996326.99 2842662.70 Agency Mortgage-Backed Securities GNMA GNII SF AW1521 C N/A 36195PVN0 2046-10-20 3 271726.71 227420.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6879 N/A 3130G6Q95 2056-10-01 6 1625554.00 1625881.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0370 N/A 3140W0MU6 2055-01-01 5.5 1297155.85 1252132.29 Agency Mortgage-Backed Securities GNMA GNII SF DN1387 C N/A 3618M3RG2 2055-10-20 6.5 984.00 1015.38 Agency Mortgage-Backed Securities GNMA GNMI SP 788306 X N/A 3622AEDK9 2033-01-15 5.5 844.34 849.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6352 N/A 31427UBW2 2056-08-01 5 35119338.03 32770864.98 Agency Mortgage-Backed Securities GNMA GNCL CL DF4994 N/A 3618JNRP2 2067-04-15 6.24 4339013.00 4357821.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0205 N/A 31427MGP0 2055-02-01 6 1646373.80 1635870.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI5203 N/A 3140UYX99 2056-09-01 6 1000.00 997.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI5201 N/A 3140UYX73 2056-08-01 6 1000.00 988.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI4738 N/A 3140UYHQ9 2056-09-01 6 492098.00 489580.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI4644 N/A 3140UYES8 2056-07-01 6 1000.14 995.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI5301 N/A 3140UY3K7 2056-09-01 5.5 1000.00 974.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI5300 N/A 3140UY3J0 2056-09-01 5.5 1000.00 966.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI4183 N/A 3140UXUH6 2056-10-01 6 1000.00 987.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI4178 N/A 3140UXUC7 2056-10-01 6 1000.00 994.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4145 N/A 3140UXTB1 2056-10-01 5.5 1569600.00 1513137.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4170 N/A 3140UXT47 2056-10-01 5.5 4430817.00 4269028.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI4097 N/A 3140UXRT4 2056-09-01 6 2301922.00 2289144.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4073 N/A 3140UXQ32 2056-09-01 5.5 5714942.00 5506264.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3652 N/A 3140UXBW4 2056-07-01 5.5 999.08 960.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2237 N/A 3140UVPX1 2056-07-01 5 999.00 929.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2030 N/A 3140UVHG7 2056-07-01 5 1000.00 941.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4404 N/A 3140W43N5 2056-01-01 6.5 30669126.41 31050071.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8658 N/A 3142KATQ5 2056-07-01 5.5 1080644.66 1055693.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4254 N/A 3142K5WQ2 2056-05-01 6.5 1008847.44 1037336.39 Agency Mortgage-Backed Securities GNMA GNII SF DR2387 C N/A 3618VAUL1 2056-04-20 5.5 1887.77 1831.72 Agency Mortgage-Backed Securities GNMA GNII SF DQ2481 C N/A 3618MUXJ9 2056-04-20 5.5 2004.85 1951.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0720 N/A 3140UFYS7 2056-06-01 5.5 3808107.68 3667266.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9119 N/A 3140UDDZ9 2056-05-01 5.5 564957.74 542195.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6348 N/A 31427UBS1 2056-08-01 5 20726033.75 19565640.69 Agency Mortgage-Backed Securities GNMA GNPL PN DE7030 N/A 3618JCY37 2055-01-15 5.51 978.18 966.58 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6407 N/A 3140Q2DM7 2031-02-01 3.85 1000.00 945.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1195 N/A 3140UGKH4 2041-05-01 5 353196.90 345238.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5301 N/A 3133LP3J4 2036-06-01 5 954.57 939.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8948 N/A 3140UC5J6 2056-03-01 6 1676230.09 1675605.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9377 N/A 3142KBM31 2056-07-01 6 1322622.01 1308537.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6383 N/A 3140W7CV0 2056-07-01 5.5 991.05 954.48 Agency Mortgage-Backed Securities GNMA GNII SF DQ4915 C N/A 3618MXN88 2056-03-20 5.5 688433.81 673978.46 Agency Mortgage-Backed Securities GNMA GNCL CL CW0775 N/A 3618F82G6 2066-12-15 5.81 1847448.00 1808500.61 Agency Mortgage-Backed Securities GNMA GNII SF DU6640 C N/A 3618WJLV9 2056-08-20 5.5 998.94 969.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8109 N/A 3140BMAK6 2055-08-01 6 5114919.13 5070860.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4730 N/A 3142K6HG9 2056-05-01 4.5 995.27 903.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6371 N/A 31427UCH4 2054-10-01 6 1894319.07 1874597.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6639 N/A 3140W7LV0 2056-08-01 5.5 645493.76 622255.70 Agency Mortgage-Backed Securities GNMA GNPL PN DD4704 N/A 3618HXGM1 2060-03-15 6.17 988.00 1013.29 Agency Mortgage-Backed Securities GNMA GNII SF DM6589 C N/A 3618LWKA9 2055-10-20 6.5 866.29 891.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0918 N/A 3133W5AT6 2056-08-01 5.5 6268187.33 6044259.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0135 N/A 3142J6EH2 2056-07-01 4.5 238042.04 215100.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2622 N/A 3140UV4G1 2056-09-01 6 2423589.42 2420151.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2613 N/A 3140UV3X5 2056-08-01 5 1564314.83 1468016.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDI1088 N/A 3140UUF63 2041-08-01 5.5 1896747.09 1886710.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0640 N/A 3140UTWA8 2056-09-01 6 1003.00 992.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0617 N/A 3140UTVK7 2056-09-01 5.5 1000.00 972.44 Agency Mortgage-Backed Securities GNMA GNII SP 785349 C N/A 3622AAZN7 2051-03-20 2.5 159436.16 130753.90 Agency Mortgage-Backed Securities GNMA GNII SP 785283 C N/A 3622AAXL3 2051-01-20 2.5 502.04 404.11 Agency Mortgage-Backed Securities GNMA GNII SP 784680 C N/A 3622AACR3 2046-09-20 3 331.67 281.11 Agency Mortgage-Backed Securities GNMA GNMI SP 784599 X N/A 3622A3DC1 2048-03-15 5 132521.50 124135.51 Agency Mortgage-Backed Securities GNMA GNMI SP 783710 X N/A 3622A2DP4 2041-06-15 6 39.74 40.68 Agency Mortgage-Backed Securities GNMA GNII SP 784433 C N/A 3622A24S8 2048-02-20 3.5 293708.25 251302.49 Agency Mortgage-Backed Securities GNMA GNMI SF 561485 X N/A 36213QXN4 2031-06-15 6.5 31.08 31.60 Agency Mortgage-Backed Securities GNMA GNII SF 737730 C N/A 3620ARST9 2040-12-20 4 235.24 207.44 Agency Mortgage-Backed Securities GNMA GNMI SF 726214 X N/A 3620ACYK4 2042-04-15 3 91.01 78.65 Agency Mortgage-Backed Securities GNMA GNMI SF 721987 X N/A 3620A8CY7 2043-05-15 2.5 444.73 362.86 Agency Mortgage-Backed Securities GNMA GNMI SF 717242 X N/A 3620A2ZF6 2039-04-15 5 46.10 44.19 Agency Mortgage-Backed Securities GNMA GNMI SF 717145 X N/A 3620A2WE2 2039-05-15 4.5 100221.29 93081.12 Agency Mortgage-Backed Securities GNMA GNMI SF 430355 X N/A 36207FBY6 2041-08-15 5 177.92 169.41 Agency Mortgage-Backed Securities GNMA GNMI SF 609025 X N/A 36202TSN7 2036-08-15 6.5 7.02 7.26 Agency Mortgage-Backed Securities GNMA GNII SF 005238 M N/A 36202FZB5 2041-11-20 5.5 28.24 28.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5820 N/A 31418FPE1 2055-09-01 4.5 5685407.64 5139386.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6218 N/A 31418F4C8 2041-10-01 5 99406.00 96705.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA6208 N/A 31418F3S4 2056-10-01 6 5447424.00 5374664.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 1615.32 1422.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 10216.63 8701.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 307334.97 271023.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7296 N/A 3140UBDA8 2056-05-01 5.5 996.03 962.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3654 N/A 3140UXBY0 2056-06-01 5.5 999.08 961.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6354 N/A 31427UBY8 2056-08-01 5 990.84 922.75 Agency Mortgage-Backed Securities GNMA GNCL CL DF4992 N/A 3618JNRM9 2067-01-15 5.85 2805768.00 2816793.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC4771 N/A 3130G4FM3 2056-09-01 4.5 1000.00 913.58 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G16550 G N/A 3128MFQB7 2033-05-01 3 818.59 777.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0920 N/A 3133W5AV1 2056-08-01 5.5 9388294.08 9044284.04 Agency Mortgage-Backed Securities GNMA GNCL CL DC7252 N/A 3618HNBV8 2067-10-15 5.3 864731.00 827167.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5287 N/A 3140UL2V2 2056-07-01 5.5 731757.28 710010.59 Agency Mortgage-Backed Securities GNMA GNII SF DN5560 C N/A 3618M8E91 2055-12-20 4.5 1031.31 917.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0250 N/A 3140U3H46 2056-04-01 6 1577449.16 1562083.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2617 N/A 3140UV4B2 2056-09-01 5.5 4096062.75 3964298.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6639 N/A 3140UALV5 2056-05-01 6 995.12 992.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6712 N/A 3140W7N63 2056-08-01 5 60756293.06 56878995.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7444 N/A 3130G7ES4 2056-10-01 6 1017.00 1006.41 Agency Mortgage-Backed Securities USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 5670600.00 4150560.23 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 11400.00 11099.12 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 41727400.00 38317676.80 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 900.00 890.96 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 199858000.00 190114822.57 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 1000.00 959.69 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 3999900.00 4008273.03 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 600.00 516.22 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 7677100.00 7527912.83 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 72332200.00 69896531.49 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 31900.00 30964.87 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 3056600.00 2524186.89 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 159400.00 159422.05 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 2921000.00 2708192.69 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 5132000.00 2551020.98 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 8500000.00 7567928.25 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 800.00 455.50 U.S. Treasuries (including strips) USTR BILL 12/29/26 N/A 912797WH6 2026-12-29 0 250000.00 247524.00 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 35149000.00 34047967.28 U.S. Treasuries (including strips) USTR 5 NOTE AD 31 N/A 91282CRN3 2031-09-30 5 1504600.00 1499848.47 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 192380000.00 184979148.72 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AB 31 N/A 91282CRA1 2031-07-31 4.375 100.00 97.75 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 1000.00 991.07 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 312747200.00 304873476.49 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 69300.00 65751.03 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 350000000.00 332636150.00 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 4355000.00 4338973.60 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 1349800.00 1299861.90 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 17366700.00 17005964.70 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 4000.00 3852.79 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 100.00 101.22 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 150000000.00 150249917.21 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 100.00 101.08 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 1299000.00 1278253.67 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 400.00 406.94 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 77449800.00 75969114.72 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 999800.00 971434.77 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 1000.00 931.91 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 998900.00 964609.20 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 4800.00 4774.46 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 900.00 893.62 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 147600.00 135062.27 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 902500.00 880874.75 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 998500.00 993732.16 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 258300.00 249107.62 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 13986500.00 13349578.10 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 400.00 371.53 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 24813000.00 24799146.08 U.S. Treasuries (including strips) USTR 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 304300.00 297039.60 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 200.00 190.40 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 1200.00 1161.90 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 50600000.00 47485620.60 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 17842500.00 15958416.75 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 93070900.00 76190607.60 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 2570900.00 1645892.75 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 10394000.00 6244302.04 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 200.00 94.53 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 4000.00 1755.34 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 2147100.00 1421818.21 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 500.00 332.98 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 43194300.00 29883404.13 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 2998800.00 1921364.15 U.S. Treasuries (including strips) FNMA FNMS 06.000 CLFA6727 N/A 3140W7PM6 2056-09-01 6 816163.05 810303.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE6940 N/A 3140BKWA8 2056-01-01 5 1428910.62 1353982.52 Agency Mortgage-Backed Securities GNMA GNII SF DT9424 C N/A 3618W9PH8 2056-09-20 6 8023856.00 8003205.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3694 N/A 3140W4C88 2054-11-01 6.5 16134762.41 16318781.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5858 N/A 3140W6QL9 2053-02-01 4 38350202.09 34142886.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF2796 N/A 3140BTDA0 2056-04-01 4.5 2605972.04 2380688.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6715 N/A 3140W7N97 2056-08-01 5 30617104.03 28495056.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7141 N/A 3140Q25B0 2036-05-01 4.51 14774000.00 13717172.29 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7142 N/A 3140Q25C8 2036-05-01 4.51 1000.00 928.47 Agency Mortgage-Backed Securities GNMA GNII SF DP3046 C N/A 3618MHL36 2056-01-20 5.5 999.13 969.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5437 N/A 3140W6BF8 2056-04-01 5 28609301.50 26625640.62 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4601 N/A 31418EDF4 2037-05-01 1.5 632.58 544.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 726.03 547.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 213.99 195.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1510 N/A 31418AVC9 2043-07-01 4 134.68 122.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5583 N/A 31417CFZ3 2042-07-01 3.5 88.10 79.08 Agency Mortgage-Backed Securities GNMA GNII SF 004922 M N/A 36202FPF7 2041-01-20 4 93.61 85.51 Agency Mortgage-Backed Securities GNMA GNII SF 004946 M N/A 36202FP75 2041-02-20 4.5 35.78 33.61 Agency Mortgage-Backed Securities GNMA GNII SF 004837 M N/A 36202FLS3 2040-10-20 6 15.25 15.56 Agency Mortgage-Backed Securities GNMA GNII SF 004833 M N/A 36202FLN4 2040-10-20 4 44.13 40.32 Agency Mortgage-Backed Securities GNMA GNII SF 004802 M N/A 36202FKP0 2040-09-20 5 34.61 33.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6438 N/A 3140BXEL6 2055-12-01 5.5 5622212.52 5419090.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5841 N/A 3140BWP36 2055-11-01 4.5 3318418.16 3022966.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3210 N/A 3140BTR80 2055-10-01 6 1971.47 1951.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2912 N/A 3140BTGW9 2055-11-01 6.5 902.81 922.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2227 N/A 3140BSPM3 2055-10-01 6 849.95 842.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6915 N/A 3140BKVH4 2055-12-01 6.5 2972.06 3037.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC1873 N/A 3140APCK8 2054-09-01 6 2595281.44 2575856.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL836527 N/A 31407PLG1 2035-10-01 6 12.35 12.32 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB701043 N/A 31400XZG6 2033-04-01 5.761 1769.19 1807.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV7102 N/A 3138XJ3L9 2044-03-01 4 150.98 138.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT0987 N/A 3138WNCZ0 2043-04-01 3 2840979.37 2451474.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7531 N/A 3138WHLM2 2046-07-01 3 5086833.67 4344169.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR1512 N/A 3138NXVE4 2043-01-01 3.5 5907.79 5303.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQAP3106 N/A 3138M6NY9 2042-09-01 3 685407.58 588660.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9546 N/A 3138ERTC4 2046-11-01 3.5 3761215.41 3312537.93 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAL5243 N/A 3138EMZH7 2040-01-01 7 116956.14 120554.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL5119 N/A 3138EMVM0 2034-04-01 4 32809.63 31606.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL4555 N/A 3138EMBZ3 2038-10-01 6.5 277385.62 281908.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL3649 N/A 3138ELBT9 2042-12-01 4 189.74 174.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ1873 N/A 3138ATCK4 2041-10-01 4 125751.23 115893.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI5205 N/A 3140UYYB3 2056-08-01 6 1000.00 994.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC5991 N/A 3130G5RM7 2056-09-01 5 1000.00 935.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5996 N/A 3130G5RS4 2056-09-01 5.5 1000.00 964.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3983 N/A 3140UKM91 2056-07-01 5.5 997.93 959.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4302 N/A 3140U7X80 2056-04-01 4.5 1984.39 1797.70 Agency Mortgage-Backed Securities GNMA GNII SF DN7026 C N/A 3618M9YX4 2055-11-20 4.5 985.63 877.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4004 N/A 3140UXNW1 2056-09-01 5.5 1253892.04 1208195.89 Agency Mortgage-Backed Securities GNMA GNII SF 004772 M N/A 36202FJR8 2040-08-20 5 34.30 33.22 Agency Mortgage-Backed Securities GNMA GNII SF 004697 M N/A 36202FGE0 2040-05-20 5 29.92 29.06 Agency Mortgage-Backed Securities GNMA GNII SF 005334 M N/A 36202F4T0 2042-03-20 5 40.66 39.52 Agency Mortgage-Backed Securities GNMA GNII SF 004195 M N/A 36202EUU1 2038-07-20 6 9.50 9.67 Agency Mortgage-Backed Securities GNMA GNII SF 004040 M N/A 36202EPZ6 2037-10-20 6.5 8.62 8.93 Agency Mortgage-Backed Securities GNMA GNII SF 004495 M N/A 36202E7G8 2039-07-20 4.5 29.60 27.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0164 N/A 3140UTFE9 2056-08-01 5.5 839779.30 807673.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9916 N/A 3140USAS5 2056-08-01 5.5 6280395.44 6033905.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH9124 N/A 3140URD62 2056-08-01 5 998.99 936.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH7805 N/A 3140UPU75 2056-08-01 6.5 998.45 1022.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7293 N/A 3140UPC75 2056-08-01 5.5 2896111.08 2783934.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6032 N/A 3140UMV22 2056-08-01 6 1006338.90 999615.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5923 N/A 3140UMSM2 2056-08-01 6.5 999.11 1017.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5244 N/A 3140ULZJ3 2056-06-01 6.5 995.15 1043.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5226 N/A 3140ULYY1 2056-07-01 5 994.13 936.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4006 N/A 3140UKNY5 2056-07-01 6 1214169.40 1203862.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3167 N/A 3140UJQV1 2056-08-01 6 2100798.32 2096496.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH2484 N/A 3140UHXN5 2056-05-01 4.5 995.54 904.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1909 N/A 3140UHDP2 2056-05-01 5 977.48 912.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH1901 N/A 3140UHDF4 2056-06-01 6 4898166.17 4837758.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1534 N/A 3140UGV41 2056-05-01 5.5 993.07 959.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1107 N/A 3140UGGR7 2041-05-01 5 2668089.62 2600538.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0696 N/A 3140UFX25 2056-05-01 6 3986.42 3958.12 Agency Mortgage-Backed Securities GNMA GNII SF 004494 M N/A 36202E7F0 2039-07-20 4 36.14 33.07 Agency Mortgage-Backed Securities GNMA GNII FS 004436 M N/A 36202E4V8 2039-05-20 4.5 41.73 37.74 Agency Mortgage-Backed Securities GNMA GNII SF AW1520 C N/A 36195PVM2 2046-09-20 3 176865.85 147960.08 Agency Mortgage-Backed Securities GNMA GNII SF AU0334 C N/A 36194MLP4 2046-07-20 3 93.18 77.90 Agency Mortgage-Backed Securities GNMA GNII SF AT4176 C N/A 36194CT94 2046-07-20 3 308.58 258.17 Agency Mortgage-Backed Securities GNMA GNII SF DV0990 C N/A 3618WQC35 2056-09-20 5.5 1302842.00 1268210.58 Agency Mortgage-Backed Securities GNMA GNII SF DU6511 C N/A 3618WJGU7 2056-09-20 6 28107153.00 28087599.78 Agency Mortgage-Backed Securities GNMA GNII SF DT9421 C N/A 3618W9PE5 2056-09-20 6 1000.00 998.67 Agency Mortgage-Backed Securities GNMA GNII SF DS7368 C N/A 3618VUFH3 2056-07-20 5.5 687621.31 668489.31 Agency Mortgage-Backed Securities GNMA GNII SF DS5715 C N/A 3618VSK41 2056-05-20 5.5 1991.15 1961.76 Agency Mortgage-Backed Securities GNMA GNII SF DR8280 C N/A 3618VHFV1 2056-05-20 5.5 3419388.68 3317862.09 Agency Mortgage-Backed Securities GNMA GNII SF DR7394 C N/A 3618VGGB6 2056-05-20 5.5 2018391.13 1959330.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAH6567 N/A 3138A8JM9 2041-02-01 3.5 212913.55 192058.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555781 N/A 31385XM61 2033-08-01 5.5 86.83 87.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555677 N/A 31385XJW8 2033-07-01 5.5 420.15 418.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555591 N/A 31385XF85 2033-07-01 5.5 1338.70 1333.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 56400.80 56684.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6458 N/A 3140XNE83 2053-11-01 6 5155310.28 5147063.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4849 N/A 3140XLL71 2042-01-01 6 585.04 596.32 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2989 N/A 3140XJKB8 2037-08-01 2 631.57 557.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2863 N/A 3140XJFD0 2052-09-01 4 18303777.52 16209554.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0576 N/A 3140UFUA0 2056-05-01 6 996.27 989.07 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODH0513 N/A 3140UFSB1 2056-06-01 4.666 9202532.85 8914978.74 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL535428 N/A 31384VYZ9 2030-08-01 8 .16 .17 Agency Mortgage-Backed Securities FNMA FNMS 05.750 CL524571 N/A 31384HW82 2029-11-01 5.75 1492.91 1489.23 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL516195 N/A 31383XNL9 2029-09-01 7.5 12.36 12.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZC310233 N/A 31374CSW7 2044-03-01 3.5 764855.02 675294.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL256436 N/A 31371MY92 2036-10-01 6 1093.87 1098.27 Agency Mortgage-Backed Securities GNMA GNII SF CC2989 C N/A 3617V1KA8 2051-01-20 2 484.94 368.26 Agency Mortgage-Backed Securities GNMA GNII SF BZ4040 C N/A 3617QYPZ2 2050-11-20 2 1138.68 865.11 Agency Mortgage-Backed Securities GNMA GNII SF BV3601 C N/A 3617NHAA3 2050-07-20 3 246.64 200.85 Agency Mortgage-Backed Securities GNMA GNMI SF BU5340 X N/A 3617N64Z9 2050-04-15 3 163.90 137.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995113 N/A 31416BN61 2036-09-01 5.5 24.23 24.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL899499 N/A 31410WKL1 2037-05-01 6 7.19 7.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8559 N/A 3140XQQM2 2052-11-01 5.5 2091.97 2092.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFS8924 N/A 3140XQ4J3 2038-11-01 5.5 4494.98 4491.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH2319 N/A 3140UHSH4 2056-04-01 6.5 996.66 1009.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB1647 N/A 3142K2ZM5 2056-04-01 6.5 1044.58 1074.08 Agency Mortgage-Backed Securities GNMA GNII SF MB1118 M N/A 3618N6G43 2041-05-20 4 531005.76 493347.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5861 N/A 3140W6QP0 2056-05-01 4.5 18015003.28 16362487.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2175 N/A 3142K3MZ8 2056-04-01 5.5 2438985.57 2342849.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6718 N/A 3140W7PC8 2056-08-01 5.5 35591149.20 34320529.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0307 N/A 3140UTKV5 2056-09-01 5.5 1265292.22 1220405.42 Agency Mortgage-Backed Securities GNMA GNII SF DV0094 C N/A 3618WPC78 2056-09-20 5.5 2000.00 1936.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB9833 N/A 3142KB4T4 2056-07-01 6.5 894.68 908.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5052 N/A 31427STJ7 2056-02-01 6.5 2119063.03 2143292.63 Agency Mortgage-Backed Securities GNMA GNII SF DR3987 C N/A 3618VCNC5 2056-05-20 5.5 1003.63 974.92 Agency Mortgage-Backed Securities FMAC FMAR 8C1507 G N/A 3142BBU81 2056-07-01 4.803 1996.10 1936.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2048 N/A 3130G1EW8 2056-08-01 5 2303767.35 2152718.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDH6613 N/A 3140UNK30 2041-08-01 5.5 995.28 994.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0388 N/A 3140UFNE0 2041-05-01 5 1642663.42 1605650.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC7423 N/A 3130G7D55 2056-08-01 5 1000.00 933.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6086 N/A 31418FXQ5 2041-06-01 4.5 1224113.18 1163264.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5868 N/A 3140W6QW5 2052-04-01 3.5 14709478.34 12796178.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7428 N/A 3130G7EA3 2056-10-01 6 1180733.00 1167277.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0067 N/A 3140UFCD4 2056-05-01 5 1273157.51 1191951.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6058 N/A 3140U9WU8 2056-04-01 5 3277546.89 3054148.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4645 N/A 3140UYET6 2056-09-01 5.5 5134123.89 4953451.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2756 N/A 3142K4B21 2056-05-01 6.5 1003093.72 1020806.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2722 N/A 3140BTAY1 2056-02-01 5.5 2823446.31 2727066.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1108 N/A 3140UGGS5 2041-05-01 5 2337043.45 2276081.15 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 2800000000.00 2800000000.00 .0158 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNP Fixed Income Clearing Corporation ("FICC") - BNP, REPO, 3.880%, 10/1/2026 3.880 69999A006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BNP Y USTR 5 NOTE AD 31 N/A 91282CRN3 2031-09-30 5 1600.00 1594.95 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 1000.00 996.41 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 63443600.00 60818684.49 U.S. Treasuries (including strips) USTR 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 13579000.00 12790054.02 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 1200100.00 1180801.15 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 9917000.00 9770218.48 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 97600000.00 94311976.41 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 37000000.00 35908629.50 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 77633000.00 75314257.56 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 100.00 100.82 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 1000.00 1003.51 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 427016000.00 427540350.12 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 191242000.00 184075014.81 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 145600.00 141519.69 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 167640100.00 156334932.35 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 49938000.00 41886508.74 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 88725300.00 84845638.38 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 350000000.00 296446587.50 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 397000.00 362785.55 U.S. Treasuries (including strips) USTR 5 1/8 BOND 56 N/A 912810UW6 2056-08-15 5.125 53000.00 49460.83 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 17308400.00 16243085.29 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 308900.00 272360.61 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 2095200.00 1865145.99 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 6482000.00 5237653.70 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 1390300.00 890071.45 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 32318300.00 15275527.28 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 10044100.00 6763287.64 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 600.00 548.22 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 207000.00 181958.80 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 6100.00 5939.00 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 166000.00 158474.06 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 50349000.00 47894461.08 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 141484000.00 135069186.18 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 2770100.00 2584916.93 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 100.00 97.48 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 294000000.00 291777360.00 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 1600.00 1526.02 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 17065000.00 16668400.87 U.S. Treasuries (including strips) USTR 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 23700.00 23807.46 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 34910500.00 33661027.02 U.S. Treasuries (including strips) USTR 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 524386000.00 493918938.73 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0393 2500000000.00 2500000000.00 .0141 N Y Y N Fixed Income Clearing Corporation ("FICC") - ING Fixed Income Clearing Corporation ("FICC") - ING, REPO, 3.890%, 10/1/2026 3.890 76599M009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ING Y USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 64298300.00 62653172.43 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 300.00 289.73 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 125000000.00 122899750.00 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 223391000.00 225948143.42 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 631200000.00 608608878.60 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 1000000000.00 1000000000.00 .0056 N Y Y N Fixed Income Clearing Corporation ("FICC") - CITI Fixed Income Clearing Corporation ("FICC") - CITI, REPO, 3.890%, 10/1/2026 3.890 795991009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS Y USTR 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 884924800.00 881749545.54 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 167503800.00 167782880.55 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 274196000.00 271188525.86 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 264455200.00 246885541.01 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 35176000.00 35123042.53 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 782409600.00 729646140.06 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 3535200.00 3500220.90 U.S. Treasuries (including strips) USTR BILL 01/26/27 N/A 912797WR4 2027-01-26 0 217008000.00 214124180.69 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 2500000000.00 2500000000.00 .0141 N Y Y N Societe Generale SA Societe Generale SA, REPO, 3.900%, 10/7/2026 3.900 8336P1001 O2RNE8IBXP4R0TD8PU41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MB1287 M N/A 3618N6ND5 2056-07-20 6.5 54532565.33 55128121.53 Agency Mortgage-Backed Securities GNMA GNII SF MB0998 M N/A 3618N6DC8 2056-03-20 6 218604080.73 216342257.10 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 103456567.20 99645284.78 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 12674580.96 12241434.20 Agency Mortgage-Backed Securities GNMA GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 1090362.34 1054217.43 Agency Mortgage-Backed Securities GNMA GNII SF MB0092 M N/A 3618N5C64 2054-12-20 5.5 18795008.50 18181173.97 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M N/A 3618N53X5 2055-12-20 5 68820054.56 64247910.14 Agency Mortgage-Backed Securities GNMA GNII SF MA8346 M N/A 36179XHX7 2052-10-20 4 142802050.79 127075578.25 Agency Mortgage-Backed Securities GNMA GNII SF MA8267 M N/A 36179XFG6 2052-09-20 4 115042864.00 102510350.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0110 N/A 3142J6DQ3 2056-04-01 5 17785423.81 16552801.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0050 N/A 3142J6BU6 2055-09-01 6 22164153.60 21878974.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5945 N/A 31418FTB3 2056-01-01 5.5 14606424.64 14039849.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 N/A 31418FR74 2055-12-01 5 17446283.29 16240619.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5853 N/A 31418FQF7 2055-10-01 5.5 13487725.92 12970479.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 N/A 31418FNH6 2055-08-01 5 16949259.54 15777977.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3040 N/A 3140Y9LW2 2056-07-01 5 78958430.40 73509175.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5831 N/A 3140XMPR1 2053-09-01 5.5 19852630.97 19351938.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3627 N/A 3140QPA56 2052-05-01 4 31277940.80 27605980.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3604 N/A 3132E0AD4 2053-08-01 5.5 26106239.20 25532438.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 11968505.44 11546347.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ6865 N/A 3140KSTX5 2051-12-01 2 13996658.15 10624122.94 Agency Mortgage-Backed Securities GNMA GNII SF MA9242 M N/A 36179YHT4 2053-10-20 6 85527856.94 85297729.95 Agency Mortgage-Backed Securities GNMA GNII SF MA9906 M N/A 36180AAF0 2054-09-20 5.5 43438620.83 42087269.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4584 N/A 3140W5CW2 2056-02-01 5 54379712.02 50682586.46 Agency Mortgage-Backed Securities GNMA GNII SF MB1285 M N/A 3618N6NB9 2056-07-20 5.5 8747229.83 8417551.60 Agency Mortgage-Backed Securities GNMA GNII SF MB0205 M N/A 3618N5GP8 2055-02-20 5.5 22032703.36 21332273.94 Agency Mortgage-Backed Securities GNMA GNII SF MB1344 M N/A 3618N6P68 2056-08-20 5.5 15154559.75 14570450.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5822 N/A 31418FPG6 2055-09-01 5.5 15368213.23 14783153.90 Agency Mortgage-Backed Securities GNMA GNII SF MB0366 M N/A 3618N5MQ9 2055-05-20 5.5 60179303.20 58066320.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0119 N/A 3142J6DZ3 2056-05-01 5.5 7569926.32 7274688.26 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 7864243.36 7336220.58 Agency Mortgage-Backed Securities FHLB 3.50 FHLB 27 G8384 N/A 3130B82L5 2027-10-04 3.5 1760000.00 1769796.35 Agency Debentures and Agency Strips FMAC 0.80 FMNT GB21-26C7 N/A 3134GW4C7 2026-10-27 0.8 942400.00 943172.77 Agency Debentures and Agency Strips FCSB 3.61 FCOR 26-27 OL N/A 3133ETL96 2027-10-27 3.61 1600000.00 1605108.00 Agency Debentures and Agency Strips FCSB 1.46 FCOR 23-26 JM N/A 3133ENFP0 2026-11-30 1.46 800000.00 800149.34 Agency Debentures and Agency Strips FMAC 2.67 FMNT 22-27 M2 N/A 3134GXNM2 2027-03-25 2.67 1200000.00 1190377.00 Agency Debentures and Agency Strips FHLB 3.875 FHLB 27 PY N/A 3130BAVP9 2027-05-28 3.875 2240000.00 2260858.75 Agency Debentures and Agency Strips FCSB 3 7/8 FCSB 27/05 N/A 3133EWQP8 2027-05-26 3.875 1200000.00 1210481.06 Agency Debentures and Agency Strips USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 7423040.00 7439761.61 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 140444800.00 138749364.34 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 160445120.00 146950883.18 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 12494400.00 11661008.72 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 36145575.19 28438118.65 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 1141283.24 1175053.06 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 16043200.00 16077398.18 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-10-07 2026-10-07 2026-10-07 Y Societe Generale SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M N N .0395 1600000000.00 1600000000.00 .0090 N N Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.900%, 10/1/2026 3.900 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y FMAC FEPC 05.000 CLRJ5049 N/A 3142GVTF8 2055-11-01 5 5721571.58 5336817.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4492 N/A 31427R7E4 2056-03-01 5 21892767.90 20466164.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2369 N/A 3140Y8T30 2056-04-01 5 973.78 908.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0076 N/A 3140Y6CN8 2055-03-01 5.5 46247627.35 44834325.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0836 N/A 3140Y64W7 2055-08-01 5 50337121.78 47014608.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0832 N/A 3140Y64S6 2055-08-01 5 28659116.98 26740783.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6402 N/A 3140XNDG6 2053-11-01 6 7837286.88 7805227.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5977 N/A 3140XMUB0 2053-10-01 6 30135428.60 30147583.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6298 N/A 3140XM7L4 2053-11-01 5.5 52624776.72 50992438.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6755 N/A 3140W7QH6 2056-09-01 5.5 49668130.45 47749974.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5946 N/A 3140W6TC6 2056-05-01 5 33271201.09 31120609.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6263 N/A 3140W65Z1 2052-08-01 3.5 33698472.72 28982925.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5254 N/A 3140W5ZU1 2056-04-01 5 31359996.93 29238298.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIFA4614 N/A 3140W5DU5 2040-03-01 6.5 39726038.69 40699251.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5300 N/A 3140W53J1 2056-04-01 5 28362170.37 26409655.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4288 N/A 3140W4XS1 2056-01-01 5.5 29046881.33 27976955.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2700 N/A 3140W3AA7 2055-08-01 5.5 19336581.51 18658690.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1865 N/A 3140W2CB5 2055-06-01 6 13360660.91 13255530.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0118 N/A 3142J6DY6 2056-05-01 5 95016987.41 88431814.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI5784 N/A 3140V0NA0 2056-09-01 5.5 8572226.00 8234193.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1759 N/A 3140UG5V0 2056-06-01 5 28538761.58 26640670.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8430 N/A 3140UCLL3 2056-05-01 5 28885502.94 26985697.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2401 N/A 3140U5U38 2056-05-01 5 356267.12 332107.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9678 N/A 3140QVXG4 2054-12-01 6 28941575.00 28733292.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8990 N/A 3140QU7C4 2054-08-01 5.5 829.54 801.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6920 N/A 3140QSVN8 2053-08-01 6 31837416.37 31889512.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4679 N/A 3140QQFV2 2052-09-01 5 62350262.09 59287291.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0362 N/A 3140QKML9 2051-05-01 2.5 18042754.08 14463322.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0358 N/A 3140QKMG0 2051-05-01 2 36653142.70 27859837.91 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA9382 N/A 3140QHM85 2051-03-01 2 37565111.64 28472630.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5737 N/A 3140QDLT9 2050-05-01 3.5 38958494.72 33936216.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4349 N/A 3140QBZP6 2049-10-01 3.5 38834253.94 33668266.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2959 N/A 3140QAJD3 2049-01-01 4.5 34284870.67 31478242.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY5839 N/A 3140NNPZ2 2053-07-01 6 30798671.79 30689192.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8850 N/A 3140MAZQ0 2052-05-01 3 21306805.81 17510075.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0210 N/A 3140FXGU0 2041-01-01 4 33035116.84 30279731.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 33669440.23 30098433.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0170 N/A 3140FXFL1 2057-02-01 4.5 36066834.80 32916468.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I6BF0833 N/A 3140FX4T6 2064-06-01 4.5 31686153.30 28248680.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8729 N/A 3140BMVX5 2055-09-01 5.5 31661213.26 30498472.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6707 N/A 3140BKNZ3 2055-08-01 5.5 28217857.54 27188457.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE0611 N/A 3140BCVD1 2055-06-01 6 28650309.09 28268925.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5725 N/A 3140ATLF1 2054-11-01 5 36729312.89 34234833.45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6657 N/A 3140AGMF8 2054-07-01 6.5 28508348.12 28961805.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO2978 N/A 3138LTJY5 2042-05-01 3.5 37603086.90 33794888.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK2408 N/A 3138E6VA1 2042-02-01 3.5 35023052.71 31498558.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO5609 N/A 3133WQGS6 2041-06-01 6 1063551.14 1075118.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9995 N/A 3133KSC83 2053-10-01 6 31748099.66 31625657.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 39173279.49 39058436.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8548 N/A 3133KQP91 2053-02-01 5.5 31297867.39 30379761.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 28790284.39 27925296.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8393 N/A 3133KQKE5 2053-02-01 4.5 33891976.08 30889655.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7681 N/A 3133KPRA8 2052-07-01 5 32951834.34 31014160.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ8657 N/A 3133D0TN1 2054-11-01 5.5 35471290.25 34291109.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7618 N/A 3133C8PB5 2053-07-01 6 26457188.31 26315756.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG6361 N/A 3133C7B63 2053-07-01 5.5 34234920.50 33198819.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 27436121.15 27149779.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9895 N/A 3133BK7G8 2052-09-01 5 36043450.29 33956094.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8032 N/A 3133BH4R4 2052-08-01 5 28368005.00 26755901.71 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC5576 N/A 3133AQFR3 2051-08-01 2.5 47083276.46 37524471.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 42801154.84 35951200.96 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V84653 G N/A 3132LAE24 2048-09-01 4.5 28606815.46 26402889.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4279 N/A 3132E0XG2 2053-10-01 5 35903227.36 33693662.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 34465970.93 34479837.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3605 N/A 3132E0AE2 2053-08-01 5.5 60972617.97 59128535.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 18533160.81 18000101.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 92586798.74 87189708.51 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 33123544.02 26157659.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7391 N/A 3132DVF83 2055-01-01 6 51138084.84 50944953.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6965 N/A 3132DUW29 2054-11-01 5.5 27196734.52 26276412.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6602 N/A 3132DUKP1 2053-05-01 5 1260541.42 1185169.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5520 N/A 3132DTDZ0 2054-05-01 6 27178536.75 27293456.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD6203 N/A 3132DT3L2 2052-06-01 3 44952315.05 37074227.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 33000513.74 30962493.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4758 N/A 3132DSJB9 2053-11-01 5.5 36038973.00 34981933.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3098 N/A 3132DQNP7 2053-05-01 5 3885181.61 3655753.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9703 N/A 3132AAX82 2046-04-01 3.5 9752096.00 8563115.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6534 N/A 3130G6EG2 2056-09-01 6 15895790.00 15814472.43 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 33380822.35 30340838.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8867 N/A 3140QGZ91 2051-02-01 3 40922159.18 34630609.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3957 N/A 3132E0ME9 2053-10-01 6 27386753.06 27252128.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ7715 N/A 3133CYSC3 2054-11-01 5 28079066.51 26170329.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5766 N/A 3140QRMQ3 2053-02-01 5.5 38325039.93 37275185.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8538 N/A 3133KQPX8 2053-02-01 5 28711908.96 26999840.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5542 N/A 3140QREQ2 2053-01-01 5.5 37260433.33 36116782.31 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 34947135.08 30162084.02 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3731 N/A 3132A4EC8 2043-04-01 3.5 9071090.58 8138931.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8366 N/A 3132DWJK0 2053-10-01 5 29160509.65 27371155.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9263 N/A 3133KRJG0 2053-06-01 5 40376638.90 37942403.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3740 N/A 3132E0EM0 2053-09-01 6 29748037.53 29637503.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 ZLZT2387 N/A 3132AEUL8 2046-06-01 3.5 31585812.45 27701182.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1995 N/A 3140XHGD3 2052-02-01 2.5 10404252.70 8137414.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0120 N/A 3140FXD25 2056-07-01 4 31911600.50 28088597.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 31405435.60 31341033.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7827 N/A 3140XPVV8 2049-12-01 3.5 32839998.19 28452227.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4049 N/A 3140UKQB2 2056-07-01 5.5 37745040.68 36429231.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 9456336.21 7775630.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6943 N/A 3142GXWD5 2056-06-01 5 96240268.44 89652793.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3609 N/A 3140U7AK8 2056-04-01 4.5 2124589.93 1925114.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9047 N/A 3133D1BQ1 2054-11-01 5.5 30419389.55 29374135.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6584 N/A 3142GXJ65 2056-05-01 4.5 48271940.91 43739833.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2827 N/A 3140W3D97 2055-09-01 5 30169816.67 28256953.09 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD8892 N/A 3140B93A5 2055-09-01 7 8505507.60 9099794.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6979 N/A 3132DUXG7 2054-11-01 5.5 28421906.13 27488404.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC8279 N/A 3140AWFV6 2055-01-01 6 30014467.18 29895409.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5127 N/A 3140W5VV3 2056-04-01 5.5 36873651.79 35560785.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6869 N/A 3140W7T34 2051-07-01 3.5 33281664.00 28967243.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0847 N/A 3140Y65H9 2055-08-01 5.5 32350766.79 31466897.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5903 N/A 3140W6RZ7 2056-06-01 5.5 34283168.20 32981763.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5948 N/A 3140W6TE2 2056-05-01 5 41619836.99 38825846.47 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 200.00 197.37 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 86314300.00 88019641.18 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 3240300.00 2145739.62 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 145230400.00 98550698.99 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 74094600.00 58172504.02 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 15980000.00 14402766.01 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 3400000000.00 3400000000.00 .0192 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.900%, 10/1/2026 3.900 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y GNMA GNII SF MB1345 M N/A 3618N6P76 2056-08-20 6 205301247.94 203142163.08 Agency Mortgage-Backed Securities GNMA GNII SF MB0024 M N/A 3618N5A25 2054-11-20 4.5 482563739.28 439360772.83 Agency Mortgage-Backed Securities FMAC FKAR 04.250 WNWN4145 N/A 3132XJTB6 2035-09-01 4.3 3451000.00 3164390.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3654 N/A 3132E0BX9 2052-10-01 5 3896808.64 3725020.86 Agency Mortgage-Backed Securities GNMA GNII SF MB1346 M N/A 3618N6P84 2056-08-20 6.5 63975852.80 64674540.19 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 700000000.00 700000000.00 .0039 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.900%, 10/1/2026 3.900 857449004 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 13300.00 13181.28 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 635200000.00 630397888.00 U.S. Treasuries (including strips) USTR 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 642715000.00 620287222.55 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 129929956.23 128511075.21 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 181034000.00 150790686.25 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 1500000000.00 1500000000.00 .0085 N Y Y N Fixed Income Clearing Corporation ("FICC") - SSB Fixed Income Clearing Corporation ("FICC") - SSB, REPO, 3.900%, 10/1/2026 3.900 85748R009 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB Y FNMA FNMS 06.000 CLDG5699 N/A 3140U9KM9 2056-05-01 6 1017.10 1007.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5505 N/A 3140U9DK1 2056-03-01 5.5 4731839.52 4554507.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6288 N/A 3140U97A0 2056-05-01 6 994.80 993.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6228 N/A 3140U94N5 2056-04-01 5.5 986.24 955.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 11354961.45 10926431.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5699 N/A 31418FKM8 2055-05-01 5 17735.14 16509.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0044 N/A 3140FXBN1 2055-08-01 4.5 313.38 290.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3701 N/A 3140FPDF3 2047-06-01 4.5 197.64 182.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE1585 N/A 3140FLXP8 2047-05-01 4 2057120.93 1846889.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC4714 N/A 3140F0GY4 2046-10-01 3 34093.86 28949.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0326 N/A 3140EULG2 2045-12-01 3.5 122259.63 107362.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0167 N/A 3140EUFH7 2046-01-01 3.5 77790.02 68354.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1206 N/A 3140XGKU2 2052-04-01 3.5 1148610.22 985977.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1219 N/A 3140XGK99 2051-07-01 3.5 460500.44 395619.35 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS9566 N/A 3132AATX2 2045-12-01 4 158.26 144.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9132 N/A 31426UEE0 2055-08-01 5.5 1921.86 1855.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY9116 N/A 31426UDW1 2055-07-01 6 5249738.80 5221922.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY8739 N/A 31426TV95 2055-07-01 5.5 3598.13 3477.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8981 N/A 31426T6T9 2055-07-01 5 961.47 902.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7575 N/A 31426SMZ9 2055-07-01 6 5873983.90 5852005.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7572 N/A 31426SMW6 2055-07-01 5.5 901.93 867.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6582 N/A 31426RJ44 2055-06-01 6.5 988.12 1006.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9798 N/A 3140XR3G8 2054-11-01 5 34617.59 32395.41 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS9778 N/A 3140XR2L8 2054-10-01 7 15908067.19 16422564.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8777 N/A 3140XQXF9 2053-11-01 6 29604204.25 29415072.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8488 N/A 3140XQNE3 2052-03-01 3 20146933.01 16748884.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8356 N/A 3140XQJA6 2052-08-01 3.5 11958224.58 10169267.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8278 N/A 3140XQFU6 2054-06-01 6 748.39 748.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8995 N/A 3140XQ7H4 2054-07-01 6 346320.74 344998.95 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS7667 N/A 3140XPQV4 2051-05-01 1.5 149077.01 106814.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7487 N/A 3140XPJ91 2053-11-01 6.5 25557450.46 26047261.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7423 N/A 3140XPG94 2054-03-01 5.5 784.04 758.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7288 N/A 3140XPC23 2053-03-01 4.5 3546471.05 3230214.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 804.16 754.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8078 N/A 3140XP6Q7 2052-02-01 2 2954119.94 2227846.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7997 N/A 3140XP3F4 2054-05-01 6 651.16 647.93 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS7971 N/A 3140XP2D0 2031-07-01 1.5 551.38 511.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7037 N/A 3140H8ZB4 2048-08-01 4 4079165.46 3661007.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ7199 N/A 3140H87M1 2048-09-01 3.5 633531.18 552862.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ2763 N/A 3140H4B94 2048-05-01 4.5 75605.45 69566.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH7766 N/A 3140GWTY9 2047-08-01 4 349199.64 313140.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0564 N/A 3140FXTW2 2061-09-01 4 647.76 559.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0561 N/A 3140FXTT9 2061-09-01 3 695.94 557.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I5BF0494 N/A 3140FXRQ7 2049-04-01 3.5 247.73 215.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 29299749.25 29718094.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 1214.52 1176.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3303 N/A 3142GTU53 2055-01-01 6 1030.75 1022.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1603 N/A 3140XGX95 2052-05-01 3.5 144807.01 124441.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8420 N/A 3132DWK93 2054-04-01 5.5 688.66 664.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6884 N/A 3133BUUH8 2053-02-01 5.5 5396786.63 5205257.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1222 N/A 31427NLC1 2055-05-01 6 725.41 720.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 4683858.16 4680201.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3266 N/A 31427ATY3 2055-08-01 6.5 850262.85 879205.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1356 N/A 3140W1QJ5 2052-09-01 3.5 22470094.57 19386960.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9401 N/A 31426UNT7 2055-08-01 6.5 1020508.51 1042821.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6425 N/A 3140AUD75 2054-11-01 5 3598717.44 3351261.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6187 N/A 31426Q2V4 2055-06-01 5.5 920.92 887.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0385 N/A 3140Y6NB2 2055-05-01 5 646064.03 605706.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ7662 N/A 3142GYQQ1 2056-07-01 6.5 2000.00 2026.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3441 N/A 3140Y9ZF4 2056-09-01 6 2090000.00 2071272.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5294 N/A 3142GV3C3 2055-11-01 5.5 1742.03 1682.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9906 N/A 31427LAG8 2055-12-01 5 356358.41 333388.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2813 N/A 3140MUDT4 2056-05-01 5 5227298.45 4866645.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8352 N/A 3140U0H67 2056-01-01 5.5 1021029.58 986719.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2045 N/A 31427PHX5 2055-08-01 5 995.23 935.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 2068.09 1993.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3093 N/A 3142GTNK8 2054-12-01 6 5462758.12 5427727.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3982 N/A 3142GUM83 2055-04-01 6 862.45 857.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 33119.24 29016.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5850 N/A 31418FQC4 2055-10-01 4 3906.04 3422.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 1459505.34 1405161.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2632 N/A 31426Y4S2 2055-09-01 5.5 842077.80 812630.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6224 N/A 31426Q4J9 2055-06-01 6.5 1138774.55 1155987.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0029 N/A 3142JCA75 2040-10-01 3.5 2740148.15 2499178.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0376 N/A 31427MM24 2055-02-01 6 10177693.89 10090169.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3472 N/A 31427A2E6 2055-09-01 5 976.11 909.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2926 N/A 3140W3HC6 2053-04-01 4.5 947.26 862.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2896 N/A 3140W3GE3 2050-03-01 3 6761214.12 5735907.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2875 N/A 3140W3FR5 2055-09-01 6 818276.36 807392.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 167225.41 131464.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 1304.11 1091.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1031 N/A 3140XGED7 2048-01-01 3.5 32834.11 29026.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0549 N/A 3140XFTF8 2052-02-01 2.5 1865839.30 1495570.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0369 N/A 3140XFMT5 2052-01-01 2.5 782677.08 617222.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0366 N/A 3140XFMQ1 2052-01-01 2.5 617.60 501.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0146 N/A 3140XFEU1 2043-09-01 3.5 1126.34 1011.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM9993 N/A 3140XEC77 2051-07-01 3.5 1028.17 884.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9517 N/A 3140XDSF4 2051-11-01 2.5 681.98 542.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9540 N/A 3140XDS64 2051-11-01 2 715.17 543.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7321 N/A 3133BHD29 2052-08-01 5 4056713.93 3808843.75 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8087 N/A 3133BH6Y7 2052-06-01 4 4339697.22 3832010.02 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE5747 N/A 3133BFL40 2052-07-01 4 778.16 686.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4067 N/A 3133BDQU2 2052-06-01 5 702.05 660.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0287 N/A 31427MJ93 2055-02-01 5 846.29 791.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 20635718.93 19982857.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0892 N/A 31427M7E5 2055-04-01 5.5 1738.18 1676.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9664 N/A 31427KW27 2055-12-01 5.5 94793.28 91429.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7816 N/A 31427HVJ8 2055-11-01 5 6898821.07 6446112.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7777 N/A 31427HUB6 2055-10-01 5.5 167391.87 160995.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7705 N/A 31427HR38 2055-11-01 5 1939.13 1815.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7995 N/A 31427H3D2 2055-11-01 5.5 2923.13 2813.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7062 N/A 31427GZ49 2055-11-01 5.5 942.98 906.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6882 N/A 31427GUG7 2055-11-01 5.5 9807403.37 9470367.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6763 N/A 31427GQR8 2055-11-01 6.5 1011346.14 1030866.24 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ6688 N/A 31427GNE0 2055-10-01 7 846999.64 893899.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6291 N/A 31427D7D7 2055-10-01 6 1874952.10 1858370.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4377 N/A 3140QP2K2 2052-08-01 4 145301.07 128375.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3410 N/A 3140QNYG1 2052-03-01 3 749.67 618.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3369 N/A 3140QNW73 2052-04-01 3.5 63324.52 54032.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 742.57 633.47 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE1248 N/A 3133BAL58 2052-05-01 4 1115.84 982.57 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQE0622 N/A 3133B9VP6 2052-04-01 2 732.29 563.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE0524 N/A 3133B9SM7 2052-04-01 3.5 9820543.28 8445160.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 36000994.76 34799337.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 875.85 846.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3168 N/A 3142GTQW9 2055-03-01 5 7737863.35 7230110.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3163 N/A 3142GTQR0 2054-12-01 5 287585.99 268446.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3094 N/A 3142GTNL6 2054-12-01 6 808.42 805.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3075 N/A 3142GTMZ6 2054-12-01 5.5 1781.73 1723.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3059 N/A 3142GTMH6 2054-12-01 5 984372.45 924087.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3076 N/A 3142GTM29 2054-12-01 5.5 823.18 796.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 1606.22 1603.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 26009873.56 24349943.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 675.15 654.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4838 N/A 31418ELU2 2052-12-01 3.5 10971.14 9337.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 680.49 660.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 3144.18 2956.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTSC0935 N/A 3132DABC4 2046-08-01 5 1020.17 966.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4720 N/A 31427SG69 2056-04-01 5 14525575.74 13573072.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6285 N/A 31427T6X9 2056-06-01 6 999.14 988.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1724 N/A 3140Y74J4 2055-12-01 6 1876.52 1865.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2718 N/A 3140Y9AU8 2056-05-01 5 1043.76 979.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1858 N/A 3130G05U4 2056-08-01 5.5 998.68 964.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY2321 N/A 31426LSK1 2055-05-01 5.5 757.55 727.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3080 N/A 3142GTM60 2054-12-01 5.5 862.70 833.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0216 N/A 3140Y6G20 2055-04-01 6.5 704.26 716.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0909 N/A 31425VAK9 2054-12-01 5.5 8112.87 7817.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9587 N/A 3140AXUM7 2055-01-01 5.5 4213601.41 4072519.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7576 N/A 3132DVMZ5 2055-01-01 5.5 856.72 829.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIFA0449 N/A 3140W0QB4 2040-02-01 5 1377.54 1343.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 1085807.10 1078979.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5509 N/A 3142GWDP1 2055-12-01 5 1909.38 1782.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2361 N/A 3140Y8TT3 2056-04-01 5 1033.11 971.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF7357 N/A 3140BYE75 2055-11-01 6 1002.18 1010.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA7036 N/A 3140W7ZA1 2048-05-01 4.5 1000.00 942.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI3221 N/A 3140UWSK4 2056-09-01 6.5 1000.22 1020.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2770 N/A 3140W3CG2 2055-07-01 6 2292509.98 2267818.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3507 N/A 3140W33R8 2055-11-01 5.5 979.80 950.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4977 N/A 31427SQ76 2056-04-01 5 2592146.45 2415952.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4921 N/A 31427SPF9 2056-04-01 5 1085.51 1016.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4887 N/A 31427SND6 2054-12-01 6 8752.94 8743.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4776 N/A 31427SJW9 2054-05-01 5 991.14 928.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4756 N/A 31427SJA7 2053-10-01 3 82118.23 67219.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3827 N/A 31418DHD7 2034-11-01 2.5 139.63 127.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3744 N/A 31418DES7 2049-08-01 3 161552.77 135045.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3728 N/A 31418DEA6 2039-07-01 4 127.13 118.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 89.20 78.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 502.70 431.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 697.79 552.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 28988.27 26077.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4378 N/A 31418D2L5 2051-07-01 2 704.62 532.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3384 N/A 31418CXN9 2048-06-01 4 80.68 72.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3276 N/A 31418CUA0 2048-02-01 3.5 191020.19 165134.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3221 N/A 31418CSK1 2027-12-01 3 52170.25 51701.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3214 N/A 31418CSC9 2037-12-01 3 135.17 122.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3239 N/A 31418CS54 2048-01-01 4 365.05 325.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3149 N/A 31418CQB3 2047-10-01 4 33098.83 29652.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6137 N/A 31427TZB5 2056-08-01 5 34528869.37 32138186.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6075 N/A 31427TXD3 2056-07-01 5.5 10382463.87 10061443.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6070 N/A 31427TW85 2054-02-01 6.5 1118.41 1133.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6064 N/A 31427TW28 2056-05-01 5 8106.90 7556.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5855 N/A 31427TQH2 2056-07-01 5.5 1005.43 968.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5854 N/A 31427TQG4 2056-07-01 5.5 2078.58 1996.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL5794 N/A 31427TNL6 2049-06-01 3.5 992.51 865.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5786 N/A 31427TNC6 2056-07-01 5 1023.51 953.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8368 N/A 3132DWJM6 2053-10-01 6 560.87 556.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 714.15 691.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 819.36 768.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 806.29 732.74 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE0399 N/A 3133B9NQ3 2052-04-01 3 686.46 567.89 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD6216 N/A 3133B33Z8 2052-02-01 3 63553.14 52638.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC4527 N/A 3140ASA57 2054-10-01 6.5 742.79 761.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3259 N/A 3140AQTR3 2054-09-01 6 722.37 715.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC3233 N/A 3140AQSX1 2054-09-01 5 676.81 634.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1995 N/A 3140APGD0 2054-10-01 5.5 11077321.84 10645977.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1210 N/A 3140ANKY4 2054-11-01 5.5 1075098.15 1035516.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0900 N/A 3140ANAA7 2054-08-01 5.5 3737430.28 3608808.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9229 N/A 3142KBHF0 2056-07-01 5.5 997.24 966.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB8560 N/A 3142KAQN5 2056-07-01 6 4092317.22 4055925.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3995 N/A 31426NNM8 2055-05-01 5.5 919.11 884.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC0450 N/A 3140AMQC8 2054-10-01 5 2319652.70 2161414.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9889 N/A 3140AK7B5 2054-08-01 6.5 630.39 644.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7928 N/A 3133KPYZ5 2052-09-01 4.5 5283.45 4816.04 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4464 N/A 31418D6A5 2051-11-01 1.5 112009.36 80227.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5725 N/A 3140XMLF1 2051-12-01 3.5 2875.77 2492.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 701.06 720.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 1120.43 1116.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 16685.28 13225.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7275 N/A 3140QTCM9 2053-10-01 6.5 165814.74 169978.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFS0995 N/A 3140XGC98 2042-03-01 2.5 657.04 564.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3036 N/A 3140XJLS0 2052-10-01 4.5 5822.36 5334.25 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 668.59 572.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8744 N/A 3133BJWD0 2052-08-01 5 1788839.75 1688580.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7524 N/A 3132DVLD5 2050-08-01 3 409267.87 342776.84 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 8594026.08 7218626.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 289283.35 255920.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7929 N/A 3140XBY38 2050-08-01 3.5 181766.75 157197.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7532 N/A 3140XPLN7 2054-03-01 5.5 782.32 756.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2417 N/A 3142GSVK1 2054-09-01 5.5 921.99 890.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8266 N/A 3132DWFF5 2052-11-01 4.5 753.91 685.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9868 N/A 3140MP6E6 2052-05-01 3.5 232680.71 198492.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6925 N/A 3140XNVT8 2051-12-01 2.5 72130.84 56993.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 84826.30 82033.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 18771.70 18712.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 2176.10 2105.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 763.62 716.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 39769.60 36171.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8309 N/A 3132DWGS6 2053-03-01 6 6011816.30 5982258.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6212 N/A 31427T3W4 2056-08-01 5 320763.28 298838.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5146 N/A 31427SWG9 2056-05-01 5 1080.99 1009.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5099 N/A 31427SUZ9 2055-08-01 6 981.65 971.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4999 N/A 31427SRV2 2055-12-01 5.5 4302289.41 4179414.11 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 14673.36 11629.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4978 N/A 31427SQ84 2056-05-01 5 972.78 908.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9740 N/A 3140QVZE7 2055-01-01 5.5 938.27 908.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K2963171 N/A 31414DQY5 2038-05-01 4.5 26.69 25.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP952263 N/A 31413QML9 2037-09-01 6 77.29 75.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0938452 N/A 31412YBV3 2037-05-01 6 35402.39 34452.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GL932168 N/A 31412QTZ2 2039-09-01 4 93230.73 87488.85 Agency Mortgage-Backed Securities FNMA FNMS 05.600 CA908287 N/A 31411HCY4 2036-12-01 5.6 118.11 117.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 37487.14 36713.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5670 N/A 31418FJQ1 2055-04-01 4 27864.50 24412.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 3224.59 3105.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 61126.00 55262.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5605 N/A 31418FGP6 2055-01-01 3.5 22423.55 19068.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5572 N/A 31418FFN2 2054-11-01 3.5 74602.04 63441.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 4232.68 3943.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 N/A 31418FEB9 2054-11-01 4.5 19531.06 17700.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 1712.03 1597.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 1416.54 1360.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 8514.21 8199.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5458 N/A 31418FB48 2054-06-01 3.5 959.77 816.24 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6179 N/A 31418F2M8 2056-09-01 7 4064.05 4190.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 735.09 711.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 19142.40 17915.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3753 N/A 3140QPE37 2052-06-01 4 1281.98 1141.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 15125862.57 14627761.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 739.03 735.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5550 N/A 31418FEY9 2054-12-01 4 76438.03 66993.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1630 N/A 3140XGY45 2051-09-01 2.5 168189.34 131547.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0480 N/A 3133C0Q96 2053-04-01 5.5 837.77 812.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3593 N/A 3130G23B4 2056-09-01 6 999.97 997.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI5074 N/A 3140UYT86 2056-09-01 5.5 1604642.00 1542206.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6224 N/A 3142GW4J5 2056-03-01 5 906.13 845.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 2038.67 1842.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5285 N/A 3140W52T0 2052-08-01 3 953.48 788.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9775 N/A 3142JY2H4 2056-04-01 5 2595739.41 2429582.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1677 N/A 3140Y72K3 2055-12-01 5 268098.94 251176.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4649 N/A 3140BVEX4 2055-11-01 5 1849.85 1743.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1459 N/A 3140Y7TR9 2055-11-01 6 967.35 967.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6913 N/A 3140W7VF4 2052-07-01 3 35561217.00 29379634.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA6110 N/A 31418FYG6 2036-06-01 5 911.13 898.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5811 N/A 31427TN51 2056-07-01 5.5 9099444.96 8776665.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9086 N/A 3140U1CY9 2056-01-01 6 955292.09 951741.59 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI1189 N/A 3140UUKB6 2056-08-01 7 5849259.84 6064400.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4750 N/A 3140W5H49 2050-11-01 3 12418586.33 10403592.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5411 N/A 31427TAM8 2055-01-01 4.5 994.49 904.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA3844 N/A 3142JSHW8 2056-01-01 6.5 993.77 1018.87 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4903 N/A 31427SNV6 2056-02-01 4 637874.44 561615.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3916 N/A 31427RK66 2056-01-01 5.5 1949.64 1883.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5260 N/A 3142GVZ20 2055-11-01 6.5 855.18 873.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA6395 N/A 3142JVC97 2056-02-01 6.5 897.32 912.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF7430 N/A 3140BYHG2 2055-12-01 6 987.35 978.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6123 N/A 3142GWYV5 2056-02-01 5 5957.82 5574.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5235 N/A 3142GVY96 2055-11-01 5.5 2039.81 1971.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2733 N/A 3140Y9BB9 2056-05-01 5 2028118.99 1895793.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5885 N/A 3130G5NB5 2056-09-01 5.5 13252834.00 12755502.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9179 N/A 3140XDFV3 2051-10-01 2 199971.56 151897.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8786 N/A 3140XCXQ6 2051-10-01 2.5 67245.92 53784.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8981 N/A 3140QU6T8 2054-06-01 5 936.58 888.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8977 N/A 3140QU6P6 2054-08-01 5 1276389.56 1194192.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 1483120.08 1477400.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7434 N/A 3140QTHL6 2053-11-01 5.5 9986909.79 9692151.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7427 N/A 3140QTHD4 2053-11-01 6.5 522.79 531.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7416 N/A 3140QTG29 2053-11-01 5.5 781.71 757.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7346 N/A 3140QTEU9 2053-10-01 6.5 720632.42 731338.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 1799280.91 1741244.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7289 N/A 3140QTC31 2053-10-01 5 696.81 658.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7053 N/A 3140QSZT1 2053-09-01 6 2290858.64 2291780.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6903 N/A 3140QSU58 2053-08-01 5 1621.96 1527.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 220803.85 220628.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6744 N/A 3140QSP62 2053-07-01 5.5 516694.33 500665.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 14222119.03 13872177.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6628 N/A 3140QSLJ8 2053-06-01 5 2202035.32 2084267.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6560 N/A 3140QSJE2 2053-06-01 5.5 771.13 747.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 10968884.25 10329483.61 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM8471 N/A 3140XCMV7 2036-09-01 2.5 3822.72 3446.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM8480 N/A 3140XCM62 2050-11-01 3 464.98 386.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8368 N/A 3140XCJN9 2051-08-01 2 702.87 537.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8980 N/A 3140XC6S2 2051-09-01 2.5 415835.97 329069.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8944 N/A 3140XC5E4 2051-09-01 3.5 282912.92 242961.49 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM7659 N/A 3140XBQM5 2036-05-01 1.5 53391.84 46164.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 423.77 364.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD2061 N/A 3133AYJE1 2051-12-01 2.5 664.76 532.52 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD0350 N/A 3133AWL77 2051-11-01 2 85621.82 64990.48 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD0199 N/A 3133AWGG3 2051-11-01 2.5 589.92 477.49 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC2692 N/A 3133AL7D4 2051-06-01 3 500.91 411.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA5570 N/A 3133A0FK5 2049-12-01 3.5 245.34 213.41 Agency Mortgage-Backed Securities FMAC 05.875 FRPC G80376 G N/A 31335PMZ5 2038-12-01 5.875 698.34 690.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5081 N/A 3140W5UF9 2054-12-01 5 998.49 931.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5072 N/A 3140W5T61 2054-11-01 5 26870891.68 25009082.24 Agency Mortgage-Backed Securities USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 19000.00 17976.08 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 6300.00 6368.25 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 7344800.00 7168807.57 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 700.00 653.20 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 2999700.00 2983533.51 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 11000000.00 6808356.50 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 300.00 229.18 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 27700.00 24167.00 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 100300.00 99132.53 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 26700.00 24754.79 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 13062100.00 12481437.83 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 165800.00 160214.40 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 931000.00 887434.79 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 200.00 192.83 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 283700.00 286947.50 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 178300.00 172179.22 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 6007600.00 5801911.79 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 146800.00 141259.73 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 657600.00 592694.55 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 19814700.00 16010881.95 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 1958300.00 1000877.34 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 5553500.00 2914354.62 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 83300.00 65399.77 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 225900.00 161110.36 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 6033100.00 4264741.08 U.S. Treasuries (including strips) USTR BILL 01/28/27 N/A 912797VU8 2027-01-28 0 9551500.00 9423242.46 U.S. Treasuries (including strips) USTR BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 378500.00 366088.23 U.S. Treasuries (including strips) FNMA FNMS 02.000 CLCB0290 N/A 3140QKKC1 2051-04-01 2 693.26 522.33 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0235 N/A 3140QKHM3 2051-04-01 2 150353.05 114130.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3871 N/A 31418DJR4 2049-12-01 3 32318.55 26957.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2110 N/A 31418BKY1 2034-12-01 3.5 80.07 75.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0214 N/A 3140FXGY2 2052-02-01 3.5 332.59 288.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0198 N/A 3140FXGG1 2040-11-01 4 171.17 156.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 290.28 259.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0183 N/A 3140FXFZ0 2057-01-01 4 652.31 572.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 1770884.60 1491312.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0143 N/A 3140FXER9 2056-08-01 5.5 133197.79 131145.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0092 N/A 3140FXC67 2056-06-01 3.5 1861758.10 1586339.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0049 N/A 3140FXBT8 2052-04-01 4.5 1350.16 1232.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 9591149.52 9270839.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1693 N/A 3140Y73B2 2055-12-01 5.5 973.73 945.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1673 N/A 3140Y72F4 2055-12-01 5 953.45 897.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0687 N/A 3140Y6XR6 2055-07-01 5 10127.67 9516.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0699 N/A 3140Y6X54 2055-07-01 5.5 17288.43 16817.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0558 N/A 3140Y6TQ3 2055-06-01 5 26630101.68 24847716.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0573 N/A 3140Y6T75 2055-06-01 5.5 1138.50 1097.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0432 N/A 3140Y6PS3 2055-05-01 5.5 796.48 768.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0392 N/A 3140Y6NJ5 2055-05-01 5.5 872.80 847.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 110749.58 101050.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 2154528.97 1966595.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 30967.06 27358.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 1069661.16 1006227.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9449 N/A 31426GQB4 2055-04-01 5.5 1876.50 1812.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9254 N/A 31426GH81 2055-03-01 5.5 248259.31 238486.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7616 N/A 31426DPA4 2055-03-01 6.5 1999225.06 2062814.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7558 N/A 31426DMG4 2055-03-01 5 975.89 912.39 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6849 N/A 31426CTF1 2055-02-01 7 703.60 733.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6312 N/A 31426CAN4 2055-02-01 6 954.38 952.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7144 N/A 31426C5E0 2055-02-01 5.5 883.24 848.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX5267 N/A 31426AZ92 2055-02-01 5 1849338.22 1742839.97 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 1513.13 1214.81 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7508 N/A 3132DVKV6 2049-10-01 3.5 290.92 252.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7514 N/A 3132DVK38 2050-04-01 3.5 261.83 226.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 43865.32 38100.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 12593813.08 12140808.03 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8097 N/A 3132DV7J8 2050-08-01 2 53226.73 40410.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 3400.61 2821.48 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8000 N/A 3132DV3H6 2049-07-01 3 52841.74 44194.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7032 N/A 3132DUY50 2054-05-01 6 737.59 731.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6975 N/A 3132DUXC6 2054-11-01 4.5 10348.73 9412.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6961 N/A 3132DUWW3 2053-11-01 5 98587.50 93298.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6960 N/A 3132DUWV5 2054-11-01 5.5 157463.78 153487.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV8355 N/A 3140MNH90 2052-05-01 4 42207.11 37282.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV4532 N/A 3140MJBA2 2052-03-01 3.5 492.39 422.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV4133 N/A 3140MHSX8 2052-03-01 2.5 728.64 573.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 40634.34 37504.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1421 N/A 3140MESK3 2055-04-01 5.5 6778553.80 6567100.58 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU8252 N/A 3140MAE26 2052-02-01 2 1768181.75 1356374.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU5917 N/A 3140M7SF9 2051-12-01 2.5 649.44 519.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4932 N/A 3140M6PS6 2054-09-01 6.5 868.32 895.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 4962338.26 4810716.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9324 N/A 3140QVLE2 2054-10-01 5.5 839.64 809.85 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS7411 N/A 3140XPGV5 2054-02-01 7 1181.65 1243.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9343 N/A 3140N2LZ2 2052-10-01 5 6745169.65 6336464.83 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8273 N/A 3132DWFN8 2052-11-01 3.5 516527.32 439900.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD3944 N/A 3132E0LZ3 2053-05-01 4.5 751.28 687.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3698 N/A 3140XKDC1 2052-11-01 5.5 37131.48 35994.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4398 N/A 31418D3G5 2051-08-01 2 1092.66 827.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 30554785.04 29740180.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG5544 N/A 3133C6ER6 2053-06-01 5 4521878.94 4246169.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2473 N/A 3132DPXA1 2053-02-01 5 1816868.34 1706776.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4184 N/A 31418DUJ9 2050-11-01 3 128771.71 106899.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7160 N/A 3140XN5W0 2054-02-01 6.5 623.39 639.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 931.52 902.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA2194 N/A 3133KHNK8 2050-02-01 3 387.19 326.47 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIQN1554 N/A 3133G7WP4 2035-02-01 2.5 246.16 224.48 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0914 N/A 3133D4AP8 2041-07-01 2 676.13 565.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6008 N/A 3133CWU91 2054-10-01 5.5 848.82 819.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ5631 N/A 3133CWHG0 2054-09-01 6 768.83 765.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ5291 N/A 3133CV2Y9 2054-10-01 6 624.56 618.07 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0070 N/A 3133CQCF0 2054-07-01 7 315702.38 327622.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 81163.55 72184.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI2444 N/A 3138AFWE6 2041-05-01 5 195.52 187.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 ZK310213 N/A 31374CSA5 2047-03-01 3 763.60 638.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO6031 N/A 3133WQVY6 2041-08-01 5 4729582.23 4605335.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI9263 N/A 3133WGJG1 2054-07-01 5.5 6974755.76 6742807.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI8216 N/A 3133WFDV6 2054-06-01 5.5 681.62 654.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6996 N/A 3133WDXZ0 2054-06-01 6 8592796.83 8595583.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 ZLSI2056 N/A 3133USH95 2050-12-01 3.5 718.89 622.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3VSF5027 N/A 3133SSSQ8 2044-05-01 4.5 787.26 733.22 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3PRE6051 N/A 3133N3WL4 2050-07-01 2.5 287.58 222.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5426 N/A 3133L0A36 2046-10-01 5 4000.00 3795.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5245 N/A 3133KYZJ1 2043-07-01 5.5 480.20 468.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5378 N/A 3133KY6P9 2045-12-01 5 8250.51 7808.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5375 N/A 3133KY6L8 2045-11-01 5.5 806.70 785.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 689.08 666.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 2722759.90 2640340.75 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1665 N/A 3132DNZ63 2052-09-01 4.5 667.08 610.43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1087 N/A 3132DNF40 2052-06-01 3.5 5802.11 4948.53 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0964 N/A 3132DNB93 2046-12-01 3.5 113209.97 97019.41 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0959 N/A 3132DNB44 2052-04-01 3.5 10252.43 8824.57 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 1676684.04 1335446.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 3228577.52 3044570.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 12272898.31 11919875.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1692 N/A 3132DN2Z5 2052-10-01 5 537013.10 506352.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD0291 N/A 3132DMKC8 2050-03-01 5 552525.66 522516.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 205298.79 171678.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2770 N/A 3140X6CG4 2050-04-01 3.5 653.71 563.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2171 N/A 3140X5MV2 2049-07-01 4 5034801.38 4507245.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 38059.52 32725.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1511 N/A 3142GRVD9 2054-05-01 5.5 19047524.28 18434033.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 1659902.73 1611291.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 3684714.46 3690743.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5160 N/A 3140QQWW1 2052-11-01 6.5 548.37 560.96 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G60988 G N/A 31335BCZ7 2047-05-01 3 111176.44 94524.73 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G61748 G N/A 31335B5H5 2048-11-01 3.5 261.16 228.03 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 2411791.12 2222508.93 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q54960 G N/A 3132XXQN2 2048-03-01 4.5 219326.12 203006.73 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q49036 G N/A 3132WPBE6 2047-07-01 4 2627851.39 2358536.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6564 N/A 3142GXJJ7 2056-05-01 5 412175.10 383889.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6159 N/A 3142GWZZ5 2056-02-01 5 3626123.88 3391734.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6052 N/A 31418FWN3 2056-05-01 4.5 5257.68 4750.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6041 N/A 31418FWB9 2046-04-01 4.5 991.69 917.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 3990.57 3605.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6037 N/A 31418FV79 2041-04-01 4.5 937.74 891.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5998 N/A 31418FUY1 2056-03-01 5.5 941.32 904.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 18770797.65 17469883.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5982 N/A 31418FUG0 2046-02-01 5 964.74 915.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9472 N/A 3133KRQZ0 2053-07-01 5 13282495.75 12469829.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3318 N/A 3140XJVL4 2052-12-01 5.5 25876.84 25169.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3283 N/A 3140XJUH4 2052-09-01 5.5 757.62 734.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3275 N/A 3140XJT94 2052-04-01 3 754.91 621.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 696.72 637.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2865 N/A 3140XJFF5 2052-09-01 5 697.35 658.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 14567.80 13054.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 1282.88 1101.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2185 N/A 3140XHNB9 2052-06-01 4 724.50 642.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2122 N/A 3140XHLC9 2052-03-01 3 714.32 590.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1869 N/A 3140XHCF2 2052-04-01 3.5 159404.83 136984.46 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTSC0944 N/A 3132DABM2 2046-09-01 4.5 12235008.00 11271917.11 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTSC0941 N/A 3132DABJ9 2041-11-01 1.5 1008.00 812.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTSC0940 N/A 3132DABH3 2043-11-01 4.5 2651298.00 2516861.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB9297 N/A 31417GKK1 2043-05-01 3.5 88.04 77.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAB8287 N/A 31417FF52 2042-04-01 4 981516.66 893346.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB8284 N/A 31417FF29 2042-04-01 3.5 1713276.42 1513380.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 2042781.62 1804283.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB6076 N/A 31417CXE0 2042-09-01 3.5 3951579.38 3490230.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAB3546 N/A 31416Y5G9 2031-09-01 4 62.69 61.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 GLAB2407 N/A 31416XU99 2041-03-01 5 251073.53 239922.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 GLAB0462 N/A 31416VQQ0 2037-02-01 6 25433.66 25570.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF6468 N/A 3140BXFJ0 2056-04-01 5 990.03 927.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5129 N/A 3140BVVX5 2055-12-01 5 1298002.41 1211134.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4353 N/A 3140BUZT2 2055-11-01 5.5 18226472.44 17531142.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 3309370.28 3080668.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3044 N/A 3142JRL21 2055-12-01 5 988.39 922.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX4668 N/A 31426AFJ2 2055-02-01 5 1746192.86 1638541.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4083 N/A 31425YRD1 2055-01-01 6.5 650.43 663.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3826 N/A 31425YHC4 2054-12-01 5.5 1048525.86 1012106.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3766 N/A 31425YFG7 2055-01-01 6 729.76 724.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2548 N/A 31425WZN4 2055-01-01 5.5 2487.45 2405.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1941 N/A 31425WEP2 2055-01-01 5.5 8342.90 8085.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2653 N/A 31425W5P2 2054-12-01 6 865959.92 863994.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX1598 N/A 31425VX40 2054-12-01 4.5 3823.30 3468.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1530 N/A 31425VVY6 2054-12-01 6 669016.57 669893.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1080 N/A 31425VFW8 2054-12-01 5.5 819.54 787.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0405 N/A 31425UNX9 2054-12-01 5.5 76943.49 74628.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAE5424 N/A 31419GA20 2040-10-01 3.5 16973.27 14952.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CZAE0086 N/A 31419ACY1 2048-11-01 6 115.50 113.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0490 N/A 31418MRL8 2037-08-01 5.5 688536.19 684859.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFS4604 N/A 3140XLDJ4 2042-04-01 3 708.52 626.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS4568 N/A 3140XLCE6 2037-09-01 3 2394609.61 2179635.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4533 N/A 3140XLBB3 2052-03-01 2.5 444608.85 354946.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 3259592.04 3137773.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0993 N/A 3140W1C76 2042-02-01 2 891.79 741.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6484 N/A 31426CF25 2055-01-01 6.5 1201863.67 1235546.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6762 N/A 31427GQQ0 2055-11-01 6.5 699250.18 712158.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0539 N/A 31425US55 2054-11-01 5 3738.99 3490.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 1062.17 1030.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 2447.00 2381.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 145168.36 132357.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4510 N/A 3140QQAL9 2037-08-01 4.5 395564.34 379364.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 20452816.09 20074654.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5282 N/A 3140QQ2Q7 2052-12-01 5 124803.98 117486.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 37936.11 34745.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4308 N/A 3140QPYE1 2052-08-01 5 2038.86 1929.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4299 N/A 3140QPX51 2052-08-01 4.5 700.73 640.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 1426.25 1218.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4933 N/A 3133BSPS5 2052-12-01 6 651015.46 646711.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF4920 N/A 3133BSPD8 2052-12-01 6.5 3556847.99 3625075.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5371 N/A 3133BS6G2 2053-01-01 5 6928773.98 6566161.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF3224 N/A 3133BQSM9 2052-10-01 4.5 68672.49 62654.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 6338908.67 6099967.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 28008.58 25074.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1577 N/A 3140X4XF8 2034-09-01 3.5 178.20 168.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1567 N/A 3140X4W51 2049-08-01 3.5 32989.11 28415.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1727 N/A 3140X44M5 2049-09-01 5 82430.93 78136.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1675 N/A 3140X42H8 2049-10-01 3 111541.61 93039.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6643 N/A 3140W7LZ1 2056-08-01 6 2045.33 2021.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6592 N/A 3140W7KE9 2056-08-01 5 12910.19 12039.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6487 N/A 3140W7F54 2054-06-01 5 7532533.08 7069009.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6486 N/A 3140W7F47 2050-11-01 3 6812834.40 5665666.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA7092 N/A 3140W73A6 2056-10-01 6 2048.00 2026.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA7091 N/A 3140W72Z2 2056-09-01 5.5 3298295.00 3187451.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5961 N/A 3140W6TT9 2056-04-01 5.5 8383406.87 8097017.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4027 N/A 3140QPPM3 2052-07-01 4.5 1399.40 1282.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5220 N/A 31418EYS3 2038-12-01 6 6589.03 6655.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 94084.84 91046.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CTMA5206 N/A 31418EYC8 2043-11-01 6.5 30657.57 31209.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL890131 N/A 31410K4Q4 2038-12-01 6.5 855302.03 865013.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA9406 N/A 3140YXNY3 2054-03-01 6.5 844.70 865.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3382 N/A 3140Y9XL3 2056-09-01 5.5 33387176.00 32080654.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE2314 N/A 3133BBSB6 2052-04-01 2.5 93212.21 73600.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1262 N/A 3140XGML0 2052-04-01 3.5 971525.05 834898.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7203 N/A 3140XBAD2 2051-05-01 2 824804.18 626089.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 90747.07 81288.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5318 N/A 3132DS4B5 2054-04-01 6.5 16153091.77 16673788.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3937 N/A 31418DLT7 2050-02-01 3 171568.61 142693.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 1082.03 1071.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 727.07 627.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3088 N/A 31418CNE0 2047-08-01 4 145196.16 130141.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9449 N/A 3133KRQA5 2053-07-01 6 757.54 753.07 Agency Mortgage-Backed Securities FMAC 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 250855.45 257945.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 N/A 3132AAMT8 2043-12-01 4.5 90.56 84.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6458 N/A 3132DUE78 2054-10-01 5.5 864.14 835.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH4014 N/A 3140GSN81 2047-09-01 4 1636330.68 1469116.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1177 N/A 31418AJX7 2042-09-01 3.5 116.58 102.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL890482 N/A 31410LJ37 2039-01-01 6.5 21415.71 22204.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7301 N/A 31417EDF5 2042-12-01 3.5 498.24 445.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4761 N/A 31418EJF8 2052-09-01 5 2061785.42 1942500.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU1408 N/A 3140M2R61 2052-01-01 3.5 653.17 560.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1218 N/A 3142GRK82 2054-04-01 5.5 1753951.98 1694406.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5487 N/A 3140QRCZ4 2053-01-01 6 15488841.34 15493740.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1768 N/A 3142GR6E5 2054-06-01 5.5 835.90 808.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9208 N/A 3133BKGR4 2052-09-01 4.5 1463.76 1333.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1476 N/A 3132DNT94 2052-08-01 4.5 714.25 652.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR2624 N/A 3138NY4J1 2043-02-01 3.5 6931690.12 6122328.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7296 N/A 31426SDA4 2055-06-01 6 719.22 712.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV6374 N/A 3140MLCL2 2055-10-01 4.5 898.31 812.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4797 N/A 3140W5KK9 2051-08-01 3 965.62 805.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4818 N/A 3140W5K86 2052-03-01 3 1913.94 1590.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4740 N/A 3140W5HS6 2056-01-01 5 939.72 875.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4716 N/A 3140W5G24 2053-04-01 4.5 50826.59 46535.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3124 N/A 3140QNPJ5 2052-03-01 3.5 692.62 597.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3050 N/A 3140QNL83 2052-03-01 2.5 1566.01 1238.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 692.61 553.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3596 N/A 3140QN7J5 2052-05-01 3.5 1317.85 1143.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 18934798.54 16806872.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2403 N/A 3140QMU51 2051-12-01 2.5 857501.80 671452.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 1323.65 1095.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2644 N/A 3140QM5E0 2052-01-01 2.5 787.78 619.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 135884.51 108347.50 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 687945.35 523162.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 808404.83 662070.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB1730 N/A 3140QL4Q6 2036-09-01 2.5 496.91 447.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 632.05 508.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0527 N/A 3140QKSR0 2051-05-01 3 2746540.67 2301591.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9887 N/A 3140AK6Z3 2054-08-01 6.5 1984.02 2025.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3997 N/A 3140ADNP2 2054-05-01 5.5 784.35 758.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6897 N/A 3140XNUX0 2052-03-01 2.5 8564547.06 6813293.22 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS6868 N/A 3140XNT20 2052-04-01 1.5 835.50 598.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS6623 N/A 3140XNLD4 2038-03-01 2 2920913.41 2580893.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6599 N/A 3140XNKM5 2052-09-01 3.5 115275.81 98109.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6524 N/A 3140XNHA5 2053-12-01 6.5 672.90 694.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6426 N/A 3140XND84 2052-03-01 2.5 1554.00 1247.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7082 N/A 3140XN2Q6 2052-09-01 3.5 491221.89 418754.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7077 N/A 3140XN2K9 2052-05-01 3.5 3530260.54 3017064.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6158 N/A 3140XMZY5 2052-07-01 4 73032.46 64519.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5841 N/A 3140XMP34 2052-06-01 3.5 301624.61 259259.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5772 N/A 3140XMMW3 2053-06-01 5 264382.62 249227.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5551 N/A 3140XMEZ5 2047-07-01 5 36380.47 35104.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5529 N/A 3140XMEB8 2053-08-01 5.5 283464.90 274915.76 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5193 N/A 31426AXX1 2055-02-01 7 647315.26 667233.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5507 N/A 3140XMDM5 2051-09-01 3.5 30046.82 25655.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5410 N/A 3140XMAL0 2053-07-01 5.5 831.26 806.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6298 N/A 3140XM7L4 2053-11-01 5.5 26017391.75 25210372.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6259 N/A 3140XM5V4 2053-06-01 4.5 766.27 700.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6256 N/A 3140XM5S1 2052-08-01 3.5 214398.77 182942.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6241 N/A 3140XM5B8 2053-11-01 6 1037582.63 1033132.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5051 N/A 3142GVTH4 2055-10-01 6 1785.94 1770.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5029 N/A 3142GVST9 2055-10-01 5 600471.41 559018.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 1754.91 1740.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4836 N/A 3142GVLS8 2055-09-01 5.5 946.85 916.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 2924.36 2913.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 26435127.12 26279697.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 13736554.91 13331430.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4543 N/A 3142GVBM2 2055-08-01 5.5 948.15 914.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 28723656.23 26934568.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5284 N/A 3142GV2S9 2055-11-01 6.5 735.16 752.01 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ5269 N/A 3142GV2B6 2055-11-01 7 844.18 884.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 45880.74 39062.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5620 N/A 3133BTG53 2052-12-01 5 5066.65 4767.91 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1750 N/A 3132DN5K5 2052-04-01 2.5 1011564.96 807794.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4607 N/A 3132A5DL6 2045-03-01 3.5 92.44 81.36 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2235 N/A 3142GSPV4 2054-08-01 7 5063415.06 5274852.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8275 N/A 3132DWFQ1 2052-12-01 4.5 746.94 679.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1473 N/A 3133AXT69 2051-11-01 2.5 2451252.68 1977753.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1241 N/A 3140XGLX5 2052-01-01 3.5 713.33 612.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1641 N/A 3132DNZE6 2052-09-01 4.5 667.73 610.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 58090.74 52951.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 10678.51 9431.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0454 N/A 3140QKQG6 2051-05-01 2.5 648.40 515.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2984 N/A 3140X6J69 2045-08-01 4 7512945.78 6848780.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 28411956.46 29031311.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8914 N/A 3133CM3X0 2054-02-01 6 2238300.09 2221269.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5531 N/A 31418FED5 2054-11-01 5.5 15689.01 15110.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2254 N/A 3132DPQF8 2052-07-01 3.5 6169.17 5258.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5230 N/A 3140XLY44 2053-06-01 5.5 500588.89 486219.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4139 N/A 3140QPS57 2052-07-01 5 371359.05 349460.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 11181.28 10828.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1782 N/A 3140QL6U5 2051-10-01 2 1558578.10 1178670.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8141 N/A 3140QUBK1 2054-03-01 5.5 25799330.92 24954933.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 15510.61 15064.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4904 N/A 3140X8NW3 2050-11-01 2.5 2241877.05 1786022.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4418 N/A 31418D4C3 2036-09-01 2 514762.75 454504.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8270 N/A 3132D6FK1 2038-11-01 6 336.42 339.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5136 N/A 3140QQV69 2052-11-01 5.5 15057334.09 14622050.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1486 N/A 3140W1UL5 2055-05-01 6 11026676.28 10933934.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1404 N/A 3140W1R21 2052-09-01 3 29671.04 24369.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 30550119.50 29730629.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0981 N/A 3140W1CT8 2052-07-01 3.5 890.18 761.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0905 N/A 3140W1AF0 2055-01-01 5 909.14 849.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0904 N/A 3140W1AE3 2055-01-01 5.5 926.84 898.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1714 N/A 3140W13Y7 2055-05-01 5 962.10 898.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1673 N/A 3140W12F9 2055-07-01 6 889.21 889.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0546 N/A 3140W0TC9 2054-12-01 5.5 724.63 699.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0438 N/A 3140W0PY5 2052-09-01 3.5 8075.84 6884.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0289 N/A 3140W0KB0 2055-01-01 5 1709487.75 1592994.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1805 N/A 3140UHAF7 2056-06-01 5 2001.46 1862.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1804 N/A 3140UHAE0 2056-06-01 5 1030.21 963.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1346 N/A 3140UGP89 2056-06-01 5.5 6995067.20 6734218.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0987 N/A 3140UGCZ3 2056-04-01 5.5 1490068.40 1431838.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1779 N/A 3140UG6R8 2056-06-01 5 4951982.96 4627072.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0896 N/A 3140UF7J7 2056-05-01 5 943586.23 878187.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9752 N/A 3140UDZS1 2056-06-01 5.5 1005.00 975.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9183 N/A 3140UDFZ7 2056-04-01 5.5 1467366.22 1427353.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9174 N/A 3140UDFQ7 2056-05-01 5.5 1018.84 993.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9841 N/A 3140UD5B1 2056-05-01 5 984.89 922.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 247264.13 210443.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 416768.54 413917.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4873 N/A 3130G4JT4 2056-09-01 5.5 1008.00 973.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC4660 N/A 3130G4B62 2056-08-01 4.5 1191034.00 1079151.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4627 N/A 3130G4A55 2056-09-01 5.5 1003.00 971.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC4626 N/A 3130G4A48 2056-08-01 5 1001.00 940.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4179 N/A 3130G3Q92 2056-09-01 5.5 11188422.44 10802819.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3849 N/A 3130G3EX2 2056-09-01 5 7447956.90 6952695.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3737 N/A 3130G3BF4 2056-08-01 6 996.75 994.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3308 N/A 3130G2R69 2056-09-01 5.5 8630824.46 8332539.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3153 N/A 3130G2MB3 2056-09-01 5.5 999.09 965.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 3968754.86 3550484.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0935 N/A 3140JHBD4 2048-12-01 4 352824.43 316025.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2479 N/A 3140Y8XH4 2056-04-01 6.5 1871412.88 1899177.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2445 N/A 3140Y8WF9 2056-04-01 5 1010.03 940.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2440 N/A 3140Y8WA0 2056-04-01 5 989.96 926.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2419 N/A 3140Y8VM5 2056-04-01 6.5 8945571.34 9085382.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2341 N/A 3140Y8S72 2056-04-01 5 3741733.13 3499862.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1915 N/A 3140Y8DV5 2056-02-01 5 5088917.03 4745724.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1836 N/A 3140Y8BE5 2056-01-01 5 33038273.52 30796057.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1860 N/A 3140Y8B62 2056-01-01 5.5 975.94 944.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2675 N/A 3140Y86M3 2056-05-01 5.5 3747578.89 3610494.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1426 N/A 3140Y7SQ2 2055-11-01 4.5 987.19 892.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1232 N/A 3140Y7LN6 2055-10-01 5.5 969.14 938.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 34183586.09 33037497.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1168 N/A 3140Y7JN9 2055-10-01 5.5 959.14 928.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1146 N/A 3140QLHY5 2051-07-01 3 193338.67 160850.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 634.91 504.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1588 N/A 3140Q8XS9 2038-04-01 4 2620564.23 2458876.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 93.50 83.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL7525 N/A 3138EQLF7 2045-03-01 4 771142.66 706214.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 1330526.34 1232993.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5652 N/A 3140QRH63 2053-02-01 6 71223.94 71013.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2614 N/A 3140XH3Y1 2052-08-01 5 663.79 630.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1648 N/A 3140XGZN2 2052-01-01 2.5 731.85 580.22 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1598 N/A 3140XGX46 2052-04-01 2 42052.67 31726.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1563 N/A 3140XGWZ8 2036-07-01 2.5 523.43 472.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1552 N/A 3140XGWN5 2051-11-01 2.5 1456.83 1154.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1463 N/A 3140XGTV1 2051-05-01 4 1189.22 1056.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3229 N/A 3142K4ST4 2056-05-01 5 4535147.27 4233504.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2171 N/A 3142K3MV7 2056-05-01 5 545599.49 510012.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1949 N/A 3142K3EX2 2056-05-01 5 939139.68 884638.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9516 N/A 3142JYSE3 2056-04-01 4.5 1987512.03 1798384.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9185 N/A 3142JYF31 2056-04-01 5 5426869.04 5063316.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA7566 N/A 3142JWMQ6 2056-02-01 6.5 1811.05 1853.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA6911 N/A 3142JVVD7 2056-01-01 6 5553.93 5485.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5824 N/A 3142JUPJ3 2056-02-01 5 948.21 882.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6217 N/A 3142JU4B3 2056-02-01 5 29727436.63 27683787.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA5162 N/A 3142JTWY5 2056-02-01 6.5 993.31 1013.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7497 N/A 3138WHKK7 2046-07-01 3.5 252.86 220.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7160 N/A 3138WG5W0 2046-05-01 3.5 234.62 204.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAS0285 N/A 3138W9J76 2028-08-01 2 36014.13 35186.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVAQ3614 N/A 3138MKAQ9 2027-11-01 3 16.35 16.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP9605 N/A 3138MDU75 2042-10-01 3.5 243682.15 215231.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP7444 N/A 3138MBHW9 2042-10-01 3.5 167.16 147.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAO6762 N/A 3138LXQQ5 2042-06-01 4 625599.15 568983.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO6754 N/A 3138LXQG7 2042-06-01 3.5 154.35 136.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8658 N/A 3138ETTQ9 2046-06-01 3.5 6919961.09 6078074.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6231 N/A 3140XM4R4 2052-11-01 5 17131533.27 16168788.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5155 N/A 3140XLWR5 2053-07-01 5 345547.28 327753.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 N/A 3140XLUN6 2053-04-01 3.5 774.05 666.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5059 N/A 3140XLTR9 2048-11-01 3.5 72645.70 63772.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4824 N/A 3140XLLE6 2053-06-01 5 2858.42 2689.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS4794 N/A 3140XLKG2 2037-08-01 2 660.77 582.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4815 N/A 3140XLK56 2052-05-01 3 73407.17 60480.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5957 N/A 3132DTTN0 2054-08-01 5.5 772.07 746.71 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS4269 N/A 3140XKW71 2051-10-01 2 762.70 585.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4228 N/A 3140XKVW7 2052-08-01 3.5 118466.56 101133.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS4114 N/A 3140XKSC5 2053-03-01 4.5 1475.12 1341.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3994 N/A 3140XKNL0 2053-02-01 6 579.90 581.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3815 N/A 3140XKGZ7 2051-09-01 3.5 229981.98 197057.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3821 N/A 3140XKG79 2053-02-01 6 1256.67 1254.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 61450.72 52543.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3406 N/A 3140XJYC1 2052-12-01 5.5 64078.37 62101.53 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO3060 N/A 3133WMMH2 2040-02-01 4 243845.76 227096.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0356 N/A 31427MME8 2054-12-01 5 878.14 822.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFA6348 N/A 3140W7BS8 2042-10-01 3.5 1947.45 1817.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5844 N/A 3142GWP60 2056-01-01 5 924.85 863.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2584 N/A 3140U52S4 2056-02-01 6 583931.76 579029.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH1634 N/A 3140UGY89 2056-05-01 4.5 1441484.92 1302564.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4591 N/A 3142GVC58 2055-08-01 6 859.22 854.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1566 N/A 31427NW47 2053-01-01 5.5 841.08 816.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1089 N/A 31426XF78 2055-08-01 6.5 890.09 901.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3239 N/A 3142GTS56 2055-01-01 5.5 18500838.59 17942586.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3242 N/A 31425XS83 2055-01-01 5.5 961.35 929.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1657 N/A 3140W1ZX4 2050-11-01 4 849.87 761.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0312 N/A 31427MK26 2055-01-01 6 1334.70 1326.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5706 N/A 31418FKU0 2045-05-01 5.5 627.62 610.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY5669 N/A 31426QJP9 2055-06-01 5 976.33 912.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3511 N/A 3142GT3V6 2055-02-01 6 8743.30 8692.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE1446 N/A 3140BDTC4 2055-06-01 5 1229364.81 1149833.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 806.46 776.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3661 N/A 3142GUB77 2055-03-01 6.5 696.21 708.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 2859605.09 2684153.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4763 N/A 31427CJH7 2055-10-01 5.5 2958.10 2849.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5449 N/A 31427TBT2 2054-06-01 5.5 5643687.84 5456388.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6664 N/A 3140W7MN7 2056-02-01 5 151691.15 141319.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1264 N/A 3140BRMN6 2055-10-01 5 1928780.01 1810250.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6943 N/A 31427GWD2 2055-11-01 5 4469768.88 4161139.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6020 N/A 3142GWVN6 2056-03-01 5.5 950.83 918.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 1190.50 1117.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7440 N/A 3130G7EN5 2056-10-01 6 2000.00 1991.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7439 N/A 3130G7EM7 2056-10-01 6 2000.00 1995.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6133 N/A 3130G5V34 2056-09-01 6 2010.00 2020.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC5965 N/A 3130G5QT3 2056-09-01 6.5 2000.00 2025.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4907 N/A 3130G4KV7 2056-09-01 6 1000.00 999.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7118 N/A 31426R4C2 2055-07-01 5.5 905.48 872.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6055 N/A 31426QWR0 2055-06-01 6.5 678.69 692.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5922 N/A 31426QSL8 2055-06-01 6 970.24 963.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5691 N/A 31426QKD4 2055-06-01 6 24578462.13 24362573.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5688 N/A 31426QKA0 2055-06-01 6 3238.32 3217.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5410 N/A 31426QAL7 2055-06-01 6.5 4026.72 4091.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6188 N/A 31426Q2W2 2055-06-01 6 2811577.86 2781312.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4745 N/A 31426PHX6 2055-06-01 6 3226468.75 3187539.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4339 N/A 31426NZD5 2055-05-01 5 3916.25 3654.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5413 N/A 3140NNAP0 2053-07-01 5.5 769.21 745.48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX9289 N/A 3140NEKB0 2053-04-01 6.5 987648.17 1007343.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 10275585.32 10207595.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6117 N/A 3140NAYP2 2053-01-01 6 430.45 427.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4305 N/A 3140N8YB8 2053-04-01 5.5 1749.57 1688.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3814 N/A 3140N8GY8 2053-02-01 6 1782374.74 1770324.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3585 N/A 3140N76X3 2052-12-01 6 618244.31 618200.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 1376836.81 1302468.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 2646596.96 2550399.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5841 N/A 3142GWP37 2056-01-01 5 1054.34 983.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 3249.74 3051.19 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1336 N/A 3140XGPW3 2052-04-01 2 1730737.60 1322285.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 12844335.10 12432912.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4614 N/A 3132A5DT9 2045-05-01 3.5 103.28 90.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW9861 N/A 3140N25X5 2052-09-01 5.5 144240.85 139653.78 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLAL7426 N/A 3138EQHC9 2038-03-01 8 199691.30 206532.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9910 N/A 3140N3AL3 2052-10-01 4.5 9570511.90 8719454.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA7093 N/A 3140W73B4 2056-10-01 6 2048.00 2025.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3617 N/A 3140W4AT4 2053-12-01 3.5 67147.65 57138.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1504 N/A 3140Y7U63 2055-11-01 5 4995520.60 4664791.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL1035 N/A 31427NEH8 2054-07-01 4 927.67 812.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9335 N/A 31426ULR3 2055-08-01 6.5 3166926.63 3219719.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3725 N/A 3142GUD75 2055-03-01 6 870.75 869.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 888.97 861.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS9771 N/A 3140XR2D6 2052-10-01 4 870.83 772.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2961 N/A 31427QJF0 2055-10-01 5 8182040.31 7688203.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2887 N/A 3140BFF59 2055-06-01 6 4302685.98 4245758.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6714 N/A 31426CN83 2055-02-01 6 4663674.96 4647577.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4826 N/A 3142GVLG4 2055-09-01 5.5 7588761.09 7360419.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0076 N/A 3140Y6CN8 2055-03-01 5.5 922.39 894.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1727 N/A 3140UG4M1 2056-07-01 5 2192160.17 2049439.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0340 N/A 3140UFLW2 2056-07-01 5 1003.81 937.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9298 N/A 3140UDKL2 2056-05-01 5 1737923.02 1625386.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3985 N/A 3142JSNB7 2056-01-01 5 988.40 920.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4896 N/A 3130G4KJ4 2056-09-01 6 1000.00 996.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 46764.91 36951.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1786 N/A 31427N6Y0 2055-01-01 5 932.79 873.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 1731.88 1673.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1314 N/A 31426XN87 2055-08-01 5.5 2297165.48 2229416.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6029 N/A 31418FVX2 2056-04-01 5 1805079.87 1679978.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3014 N/A 3140U6K45 2056-03-01 5 1314347.77 1223255.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 107.55 93.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 306.66 280.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3573 N/A 31418C6K5 2049-01-01 4.5 51.89 46.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4053 N/A 31418DQF2 2035-06-01 2.5 254.58 230.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 275.55 228.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3990 N/A 31418DNG3 2050-04-01 2.5 246199.69 196071.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 181.33 151.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9435 N/A 3133KRPU2 2053-07-01 5.5 1484935.49 1435384.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9434 N/A 3133KRPT5 2053-07-01 5.5 3635236.59 3524022.18 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 N/A 3132DWBZ5 2051-07-01 2.5 1292.88 1028.17 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8135 N/A 3132DWBC6 2051-03-01 2.5 240111.88 190435.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3551 N/A 31426M5M0 2055-05-01 5.5 3964.02 3831.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY2353 N/A 31426LTK0 2055-05-01 5 3555.20 3325.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1141 N/A 31426KHT6 2055-04-01 6 10988309.27 10908548.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1039 N/A 31426KEM4 2055-04-01 5 1877.58 1749.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQY0421 N/A 31426JPF0 2055-03-01 4.5 980.38 887.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY0098 N/A 31426JDC0 2055-04-01 5 2603.92 2429.63 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9913 N/A 31426HAP8 2055-03-01 7 873090.52 906180.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9745 N/A 31426GZK4 2055-04-01 5.5 5884.57 5665.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 9391026.00 8105182.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 7533299.59 7271521.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2294 N/A 3142GSRQ3 2054-09-01 5.5 873.73 845.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5388 N/A 3132DS6Z0 2054-04-01 5 805.25 753.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL9188 N/A 3138ERF62 2046-09-01 4 209.54 188.91 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9487 N/A 3138WKRH0 2047-05-01 4 516667.21 463745.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 458000.38 401502.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1001 N/A 3140X4DF0 2048-11-01 3.5 4306.67 3707.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5231 N/A 3140QQY58 2052-12-01 5.5 715.04 693.32 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q38680 G N/A 3132QVUE9 2046-02-01 4 2984619.33 2698717.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 311547.50 257181.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6042 N/A 3140QRWC3 2053-04-01 4.5 696.82 640.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0141 N/A 3140FXEP3 2056-09-01 5.5 1070647.04 1048881.38 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL8456 N/A 3131XQMD5 2044-09-01 4 167.76 152.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4493 N/A 31418D7F3 2051-12-01 2.5 1143138.94 905770.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8958 N/A 3138ET5U6 2045-10-01 3.5 515649.93 450445.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3049 N/A 3140QNL75 2052-03-01 2.5 79967.81 63268.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 71.28 65.05 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM9845 N/A 3140XD5F9 2036-11-01 2 561.32 497.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 1991.01 1979.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP5462 N/A 3140KDB82 2050-06-01 2.5 171714.09 137395.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 257010.37 247562.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA2079 N/A 3140Q9JZ7 2038-07-01 4.5 1979297.96 1912635.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM7510 N/A 3140XBKY5 2051-06-01 3 2990540.69 2488027.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3014 N/A 3142GTK47 2054-12-01 5 19401897.43 18135744.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2910 N/A 3142GTGU4 2054-11-01 5.5 197115.65 190466.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 26603462.04 24831080.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2702 N/A 3142GTAC0 2054-08-01 6 664943.30 659293.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3508 N/A 3142GT3S3 2055-02-01 6 827038.83 822978.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 919.25 890.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3481 N/A 3142GT2P0 2055-02-01 5.5 870.59 840.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2526 N/A 3142GSYY8 2054-07-01 6 25799.56 25615.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2459 N/A 3142GSWV6 2054-09-01 6 1499.23 1488.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 15745.52 12969.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 14559203.40 13692898.45 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8265 N/A 3132DWFE8 2052-11-01 4 770.96 679.28 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 18504.17 15748.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 1777625.55 1724102.23 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 760.82 672.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 738360.47 607561.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8231 N/A 3132DWEC3 2052-07-01 4.5 1202164.25 1095571.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8258 N/A 3132DWE74 2052-10-01 5 26068.82 24542.83 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8255 N/A 3132DWE41 2052-10-01 3.5 10894.96 9278.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 779.49 615.56 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 207009.42 155934.01 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8177 N/A 3132DWCN1 2051-11-01 2 757.47 570.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8175 N/A 3132DWCL5 2051-10-01 3.5 515.87 442.44 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8166 N/A 3132DWCB7 2051-09-01 2 95441.99 72155.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4361 N/A 31418DZ39 2036-06-01 2.5 1336.00 1201.89 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0539 N/A 3132ACS43 2048-03-01 4 220.84 197.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5598 N/A 3132DTGF1 2054-05-01 5.5 801.06 773.42 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4495 N/A 3140X77H6 2050-10-01 2 1473195.07 1125036.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0262 N/A 3140FXJG8 2058-05-01 3 11340984.29 9174920.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4920 N/A 31418EPE4 2053-02-01 6 509.73 508.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9495 N/A 3132AARQ9 2045-10-01 3.5 431.71 380.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7249 N/A 3140XPBT5 2052-10-01 4.5 771.51 707.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE8618 N/A 3133BJSF0 2052-09-01 4.5 1034251.46 952656.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1060 N/A 3142GRFA3 2054-03-01 5.5 160583.10 155650.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6414 N/A 3140QEDU3 2050-07-01 3 448.61 376.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2435 N/A 3140W2V57 2055-08-01 5.5 6418.45 6194.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2434 N/A 3140W2V40 2055-07-01 5.5 1541464.50 1485417.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2469 N/A 3142GSW79 2054-09-01 6.5 600.81 613.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2303 N/A 3142GSRZ3 2054-09-01 5.5 17707379.04 17144028.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2201 N/A 3142GSNT1 2054-08-01 5.5 17537188.65 16983724.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1972 N/A 3142GSFN3 2054-07-01 6 688.43 685.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1987 N/A 3142GSF52 2054-07-01 6.5 14449330.20 14670363.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1985 N/A 3142GSF37 2054-07-01 6.5 186335.97 189807.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1957 N/A 3142GSE79 2054-07-01 5.5 17049921.50 16457872.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1860 N/A 3142GSB64 2054-06-01 6.5 1017528.40 1035572.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 807.10 802.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1528 N/A 3142GRVW7 2054-05-01 6 645.16 637.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6840 N/A 3140UNS65 2056-06-01 5.5 998.11 959.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6429 N/A 3140UNEB9 2056-06-01 6 1997.60 2020.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5827 N/A 3140UMPM5 2056-07-01 5.5 1502441.00 1448884.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5840 N/A 3140UMP29 2056-07-01 5.5 5122488.46 4955487.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4654 N/A 3140ULE49 2056-07-01 5 1005.29 942.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3888 N/A 3140UKKA0 2056-08-01 5.5 929465.55 895406.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH2763 N/A 3140UJB96 2056-06-01 6 4624536.62 4571966.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2327 N/A 3140W2SR3 2055-04-01 5.5 23731.19 22984.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 24580530.33 23713490.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2068 N/A 3140W2JN2 2055-06-01 6.5 815.60 833.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6738 N/A 3140UAPY5 2056-04-01 5.5 2192864.59 2112387.68 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5053 N/A 3133KLTJ6 2051-04-01 2 666.48 506.86 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5052 N/A 3133KLTH0 2051-04-01 2 675.06 511.46 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4175 N/A 3133KKT82 2050-12-01 2.5 1137.17 909.98 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLRA3908 N/A 3133KKKV0 2050-11-01 1.5 96082.59 69057.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2925 N/A 31427AHB6 2055-09-01 5 11756302.01 10972694.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2315 N/A 31426YSD9 2055-09-01 5.5 2284.68 2194.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2203 N/A 31426YNV4 2055-09-01 5.5 2692.42 2583.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2147 N/A 31426YL53 2055-09-01 5.5 1964.22 1896.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2030 N/A 31426YHG4 2055-09-01 5.5 1777006.51 1717463.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1313 N/A 31426XN79 2055-07-01 5.5 224515.70 218078.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0917 N/A 31426XAT5 2055-08-01 6 485545.10 481783.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0384 N/A 3140Y6NA4 2055-05-01 5 959.37 900.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0247 N/A 3140Y6HZ6 2055-04-01 5.5 913.09 884.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0090 N/A 3140Y6C40 2055-03-01 5 29560505.43 27581925.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0848 N/A 3140Y65J5 2055-08-01 5.5 935.30 908.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0833 N/A 3140Y64T4 2055-08-01 5 10188.38 9531.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 ZLFP0012 N/A 3140XTAN1 2051-08-01 3 676282.16 566113.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9660 N/A 3140XRWW1 2054-10-01 5.5 666546.75 643324.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9439 N/A 3140XRPZ2 2054-11-01 3.5 1748.17 1487.61 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS9366 N/A 3140XRMQ5 2052-04-01 2.5 1695.73 1342.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2054 N/A 3142JQH85 2055-12-01 5 950.37 884.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1521 N/A 3142JPVP3 2055-12-01 5 919.12 860.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRR0095 N/A 3142JCC99 2041-06-01 3 963.70 875.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0053 N/A 3142JCBX7 2041-01-01 4.5 881.48 837.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0032 N/A 3142JCBA7 2040-10-01 5 11679.27 11362.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0001 N/A 3142JCAB6 2040-06-01 4.5 56249.10 53620.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0167 N/A 3142J6FH1 2056-10-01 6 1000.00 986.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0166 N/A 3142J6FG3 2056-10-01 5.5 1024.00 982.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CZAL3585 N/A 3138EK6X8 2053-04-01 3.5 4691941.40 4003598.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0913 N/A 3138EHAP7 2041-07-01 6 574805.79 584858.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4929 N/A 3140M6PP2 2054-09-01 6 756.57 755.85 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBU4257 N/A 3140M5WT8 2053-11-01 7 491.72 518.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4701 N/A 31418EGK0 2052-08-01 4.5 721.30 658.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4868 N/A 31418EMS6 2053-01-01 5 335248.18 315256.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6722 N/A 3140XNPG3 2053-12-01 6.5 2991339.84 3050900.74 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3PQU7450 N/A 3133JLH36 2050-07-01 2.5 66922.79 51350.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 2474635.76 2152402.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8383 N/A 3132DWJ46 2053-12-01 5.5 168723.93 163115.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH2159 N/A 3133CEMG4 2053-10-01 6 844.48 839.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7430 N/A 3140XPHG7 2052-09-01 3.5 5524.94 4766.66 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7388 N/A 3133KPF52 2052-05-01 4 708.32 627.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 112565.03 92931.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0701 N/A 3133BMX67 2052-10-01 5 4578362.55 4310655.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8202 N/A 3133KQDF0 2052-11-01 5.5 688.69 668.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 5097130.58 4450184.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9384 N/A 3133KRM92 2053-07-01 6 975653.30 971780.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3279 N/A 3140X6UD1 2045-10-01 3.5 896700.63 798510.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1601 N/A 3132DNX65 2052-09-01 4.5 115201.79 104909.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8828 N/A 3140QUY26 2054-07-01 5 905.76 846.49 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 1365.90 1034.48 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0831 N/A 3133CQ4Q5 2054-07-01 7 1217528.02 1274497.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8672 N/A 3133CMT53 2054-01-01 6 2478716.78 2456743.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQH7895 N/A 3133CLXY7 2054-01-01 4.5 137397.04 124656.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6942 N/A 3133CKWB0 2054-01-01 6.5 3518547.08 3607010.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4904 N/A 3133CHNV3 2053-11-01 5.5 692.80 668.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH1199 N/A 3133CDKL7 2053-09-01 6 2650368.09 2642293.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG9483 N/A 3133CARC6 2053-08-01 6 9086792.83 9066814.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7460 N/A 3140XBJE1 2051-03-01 4 33577.73 30051.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM6802 N/A 3140XARY0 2036-04-01 2 215213.59 189900.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6448 N/A 3140XAEW8 2051-03-01 2 671.59 513.53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1637 N/A 31427NZB8 2051-12-01 2 79410.36 60148.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6478 N/A 3140QSFU0 2053-06-01 5 763.93 718.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB6455 N/A 3140QSE56 2053-06-01 4 12174.32 10716.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6348 N/A 3140QSBS9 2053-05-01 4.5 21412286.94 19484817.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6311 N/A 3140QSAM3 2053-05-01 5 9962.00 9373.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2996 N/A 3140BTKJ3 2055-10-01 5.5 3934988.34 3779043.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 836.15 782.36 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ9522 N/A 3133D1SK6 2054-10-01 7 1150084.08 1229146.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7388 N/A 3132DVF59 2055-01-01 6 731.25 727.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 3576.73 3443.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0545 N/A 3140W0TB1 2054-12-01 5.5 13183670.36 12705347.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6840 N/A 31426CS62 2055-02-01 5 1465340.27 1365443.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1007 N/A 3140Y7DM7 2055-09-01 5.5 930.05 902.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6067 N/A 31427TW51 2056-06-01 6 12237977.86 12145242.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 N/A 31418FWP8 2056-05-01 5 5914591.73 5504673.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB2014 N/A 3132CYGX2 2040-10-01 5 988.74 963.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2861 N/A 3140Y9FB5 2056-06-01 6 516038.66 514105.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX2104 N/A 31425WKS9 2054-12-01 5 89142.48 84260.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 1714.38 1652.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4526 N/A 3132A5A39 2043-08-01 3.5 107.91 96.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 20609863.93 19956954.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8307 N/A 3132DWGQ0 2053-03-01 5 2447.98 2301.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE3306 N/A 3133BCU70 2052-06-01 4 785.73 693.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4036 N/A 31427RPW4 2053-10-01 2.5 11358.59 8971.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9913 N/A 3140BPAP8 2055-11-01 5.5 12429413.83 11956232.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3215 N/A 3142K4SD9 2056-05-01 5 2277316.11 2141332.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI6637 N/A 3140V1LT9 2056-10-01 6 2000.00 2010.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4605 N/A 3130G4AF3 2056-09-01 6 1000.00 997.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6911 N/A 31427GVD3 2055-11-01 5.5 984.55 947.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9805 N/A 3140QV3P7 2055-01-01 5.5 920.49 892.58 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46715 G N/A 3132WLN93 2047-03-01 4 2437478.84 2192546.88 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 62.42 58.48 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 1301107.51 1226369.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4139 N/A 3132E0S45 2053-03-01 3.5 264387.37 225595.51 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD3984 N/A 3132E0M90 2051-05-01 2 851.03 635.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 44702.41 35384.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD4386 N/A 3132E02T8 2052-08-01 3 816.70 675.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 711.60 734.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2421 N/A 3140W2VP3 2055-07-01 5.5 6542876.14 6317700.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4351 N/A 3140U7ZR6 2056-04-01 5 1352.28 1268.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4248 N/A 3140U7WJ7 2056-03-01 5.5 1857397.25 1784809.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3899 N/A 3140U7KM3 2056-03-01 5 6006762.50 5597376.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3671 N/A 3140U7CH3 2056-03-01 6 1673.32 1676.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4470 N/A 3140U76G2 2056-03-01 6 924.22 916.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4448 N/A 3140U75J7 2056-03-01 5.5 928950.52 893038.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4437 N/A 3140U74X7 2056-05-01 5 993.38 930.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1214 N/A 3140U4K40 2056-02-01 5 992.24 925.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2275 N/A 3140UVQ51 2056-08-01 5.5 1926.72 1849.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI1405 N/A 3140UUR37 2056-08-01 4.5 6257237.55 5661755.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0611 N/A 3140UTVD3 2056-09-01 5 353551.00 331229.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0563 N/A 3140UTTV6 2056-08-01 5.5 1004.03 966.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0887 N/A 3140UT6Z2 2056-07-01 6 551742.81 551153.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1544 N/A 31427NWE5 2054-12-01 5 883.20 826.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1536 N/A 31427NV63 2055-06-01 6.5 797.33 811.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 820.38 814.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 935.69 902.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1314 N/A 31427NN88 2055-06-01 5.5 2686336.63 2586272.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1231 N/A 31427NLM9 2055-05-01 5 545426.46 510958.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1220 N/A 31427NLA5 2055-04-01 6 12547720.11 12421682.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 6418.41 6197.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1134 N/A 31427NHL6 2055-05-01 5.5 1045.02 1009.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1093 N/A 31427NGB9 2055-01-01 4.5 74715.67 67954.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 1774.58 1707.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1043 N/A 31427NER6 2054-06-01 5 6096578.07 5691617.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 822.48 799.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3660 N/A 3140BUB68 2055-11-01 6 323684.81 319936.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9063 N/A 3140BNB98 2055-09-01 5.5 2379163.28 2304477.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8611 N/A 3140BMR93 2055-10-01 5.5 800772.21 775414.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8547 N/A 3140BMP95 2055-09-01 5.5 988.02 954.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8003 N/A 3140BL3M2 2055-09-01 6 2840692.21 2817876.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE6773 N/A 3140BKQ31 2055-08-01 6 1835543.40 1813376.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 3741487.35 3265586.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA2599 N/A 31418B3H7 2046-04-01 4 49.50 43.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7794 N/A 3133KPUT3 2052-08-01 5 810.15 761.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6008 N/A 3132DTU99 2054-08-01 5.5 692.90 669.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3626 N/A 3132E0A36 2053-09-01 6 764681.10 754565.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1763 N/A 3142GR5Z9 2054-06-01 5 4572240.72 4285852.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 1267554.57 1013795.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 31745446.47 31755742.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 5121104.24 4962286.28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQI6122 N/A 3133WCYT5 2054-05-01 4.5 608.13 556.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8869 N/A 3140QU2B1 2054-07-01 6.5 654.64 670.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9776 N/A 3140QV2J2 2055-01-01 5 1048.73 986.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4708 N/A 3142GVGS4 2055-08-01 6.5 875.50 894.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3318 N/A 3142GTVL7 2055-01-01 6.5 26332303.06 26719127.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 728.81 719.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9672 N/A 3140QVXA7 2054-12-01 5.5 1759.59 1698.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI4067 N/A 3140UXQV0 2056-09-01 6 4367700.00 4333148.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1696 N/A 3140Y73E6 2055-12-01 5.5 5324595.26 5150617.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7176 N/A 31427G6N9 2055-11-01 5.5 11026932.53 10631104.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4227 N/A 31427RVV9 2056-02-01 5.5 1882.10 1810.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5822 N/A 3140W6PG1 2055-03-01 4.5 994.55 903.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1190 N/A 3140Y7KC1 2055-10-01 4.5 1007.19 911.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 N/A 31426NU40 2055-06-01 6 8812.97 8744.52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL2621 N/A 31427P4F8 2052-07-01 2.5 939.53 735.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6014 N/A 31426BVG8 2055-02-01 6 733.34 726.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 1005.06 936.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8583 N/A 31426TRD1 2055-07-01 6 1462390.08 1459258.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX2001 N/A 31425WGK1 2054-12-01 6.5 1422111.52 1443272.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7399 N/A 3140BYGH1 2055-12-01 5 2963.09 2765.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0123 N/A 3142JCD56 2041-10-01 4.5 2000.00 1900.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4893 N/A 3130G4KF2 2056-09-01 5.5 1000.00 971.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI1503 N/A 3140UUU58 2056-09-01 5.5 1000.00 971.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH2232 N/A 3140UHPS3 2056-07-01 6 996.90 993.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9433 N/A 3133KRPS7 2053-07-01 5.5 867.94 842.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA9250 N/A 3133KRH31 2053-06-01 4.5 341597.66 311832.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9874 N/A 3133KR6K5 2053-09-01 6.5 749.57 774.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9861 N/A 3133KR5W0 2053-09-01 6.5 597.06 611.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9848 N/A 3133KR5H3 2053-09-01 5.5 737.42 714.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8667 N/A 3133KQTY2 2053-03-01 4.5 17388536.30 15834957.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8570 N/A 3133KQQX7 2053-07-01 6 551.48 547.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 4523468.53 4387563.44 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8393 N/A 3133KQKE5 2053-02-01 4.5 814.66 742.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 18617055.44 18620636.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 1363.90 1242.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5327 N/A 31427S4M7 2056-05-01 5.5 1035.15 999.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4294 N/A 31427RXY1 2056-02-01 5 1060.82 989.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4269 N/A 31427RW71 2052-06-01 3 11707009.56 9642205.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4159 N/A 31427RTR1 2052-06-01 3 12825516.97 10604992.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4127 N/A 31427RSR2 2055-12-01 6.5 16246168.08 16618190.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4062 N/A 31427RQQ6 2056-02-01 5 11669.98 10861.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9674 N/A 3140QVXC3 2054-12-01 6 642.65 638.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 927.58 866.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9439 N/A 3140QVPZ1 2054-11-01 5.5 868.73 839.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 33600533.21 32550165.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9440 N/A 3140QVP24 2054-11-01 5.5 872.61 846.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9316 N/A 3140QVK60 2054-10-01 5 61135.67 57126.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9153 N/A 3140QVE34 2054-09-01 6 103821.17 103650.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 N/A 3140QVAD6 2054-08-01 6 771.30 774.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9001 N/A 3140QVAB0 2054-07-01 5.5 912.44 892.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9843 N/A 3140QV5D2 2055-01-01 6.5 2820090.65 2948627.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0308 N/A 31427MKW0 2055-02-01 5.5 1616.14 1554.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0267 N/A 31427MJM4 2055-01-01 5.5 2477967.68 2390489.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 27684322.75 25977301.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9802 N/A 3140QV3L6 2055-01-01 5.5 1746434.53 1684307.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 2542.29 2453.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 853.98 831.21 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4154 N/A 31418DTL6 2035-10-01 1.5 846.54 734.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0222 N/A 3140FXG89 2057-09-01 4.5 330451.35 298718.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6638 N/A 3142GXLU9 2056-05-01 5 17357248.82 16199637.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2350 N/A 3140U5TG1 2056-04-01 5 869.56 815.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5945 N/A 3140W6TB8 2056-06-01 5 26895123.79 25033571.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI5196 N/A 3140UYX24 2056-09-01 6 26868.00 26674.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4884 N/A 3140W5NA8 2055-11-01 6 946.62 939.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3779 N/A 3140UKFV0 2056-06-01 5.5 1977.41 1902.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3402 N/A 3140Y9X82 2056-09-01 6 4147801.00 4097655.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4878 N/A 3140U8M49 2056-06-01 5 1993.48 1868.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5362 N/A 3140W55Y6 2055-12-01 4 999.97 875.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3656 N/A 3140W4B22 2050-08-01 3.5 920.46 803.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3257 N/A 31427QTP7 2055-11-01 5 1956.06 1829.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1726 N/A 3140Y74L9 2055-12-01 6 4568.95 4514.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0090 N/A 3142JCC40 2041-06-01 4.5 951.69 904.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2393 N/A 3140Y8UT1 2056-04-01 6 2956.40 2951.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6688 N/A 31427UNE9 2056-08-01 5.5 1000.00 972.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3691 N/A 31427RC57 2055-12-01 5 35028439.38 32914185.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5071 N/A 31427ST57 2056-04-01 5 34401413.71 32125649.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4912 N/A 31427SN61 2052-08-01 3 24014812.35 19878517.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6718 N/A 3140UAPC3 2056-04-01 5.5 1036967.38 1001231.99 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI1179 N/A 3140UUJZ5 2056-08-01 7 998.43 1034.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0118 N/A 3142J6DY6 2056-05-01 5 1900465.58 1768753.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6884 N/A 3142GXUJ4 2056-06-01 5 1014.13 949.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB8929 N/A 3142KA4P4 2056-07-01 6 818240.20 815989.49 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTA5872 N/A 3142JUQ29 2056-02-01 7 994.13 1036.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7288 N/A 3140BYC28 2056-04-01 5 993.91 931.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1955 N/A 3140W2E56 2055-04-01 6 4479351.39 4480768.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1802 N/A 3140W2AC5 2055-06-01 5.5 4720869.02 4548120.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1544 N/A 3140W1WE9 2055-05-01 5 3080390.34 2884985.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 21167976.66 19264658.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 27036.30 23930.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 25900.61 22068.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CKMA4718 N/A 31418EG46 2052-07-01 5 90277.32 83323.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA4662 N/A 31418EFC9 2042-07-01 4 12841132.92 11947238.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 678.47 618.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4654 N/A 31418EE48 2052-07-01 3.5 431049.28 367201.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4618 N/A 31418EDY3 2052-04-01 4 38679.97 34060.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4627 N/A 31418ED98 2037-06-01 2 47700.88 42083.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 768.86 631.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 2199724.22 1874317.79 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 747.06 589.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2987 N/A 3132DQJ80 2053-03-01 3.5 782.74 666.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2744 N/A 3132DQBM7 2053-05-01 6 648.85 645.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3575 N/A 3132DQ6L5 2050-01-01 3 765.32 642.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 1652.98 1292.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2357 N/A 3132DPTN8 2053-02-01 6 607.15 607.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2210 N/A 3132DPN38 2053-01-01 5.5 636.77 611.16 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1900 N/A 3132DPDD7 2052-06-01 3.5 90105.62 76734.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4964 N/A 31427CQS5 2055-10-01 5.5 2844.90 2730.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4920 N/A 31427CPE7 2055-10-01 5 4186255.79 3900844.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4631 N/A 31427CED1 2055-10-01 5.5 938.47 903.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4306 N/A 31427BYC3 2055-10-01 5.5 2955.16 2843.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3305 N/A 31427AU70 2055-09-01 5 2798.75 2605.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2945 N/A 31427AHX8 2055-09-01 5.5 2878.39 2770.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 5046764.14 5023903.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 66575.64 61250.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 2728414.66 2657040.85 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7561 N/A 3132DVMJ1 2053-02-01 4 694731.61 618215.41 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 1442.69 1286.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU3612 N/A 3140M5AN5 2051-11-01 4 1619605.00 1426593.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT9757 N/A 3140LYZX4 2051-10-01 3 796701.53 662920.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4035 N/A 3140L2PV9 2051-02-01 2 124745.60 94691.53 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ6682 N/A 3140KSM87 2051-08-01 2 1354.94 1026.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO8905 N/A 3140K43P3 2050-01-01 3 139.59 116.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO5414 N/A 3140K1AQ9 2049-10-01 3 1835281.90 1541070.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN9555 N/A 3140JSTM1 2049-07-01 3.5 2223108.15 1925961.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4300 N/A 3142GUX65 2055-06-01 5.5 505639.08 489772.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4178 N/A 3142GUUC5 2055-05-01 6.5 1569.87 1596.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 6909.00 6847.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4151 N/A 3142GUTH6 2055-05-01 5.5 17269477.70 16723098.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4172 N/A 3142GUT60 2055-05-01 6.5 843.58 868.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 1039.02 969.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 195256.40 197129.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5168 N/A 31418EW63 2038-10-01 5 1522.48 1482.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 8249322.51 8208177.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5164 N/A 31418EW22 2053-10-01 5 31736.61 29726.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5131 N/A 31418EVZ0 2053-07-01 3.5 844.88 718.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5113 N/A 31418EVF4 2043-08-01 5.5 42678.23 41379.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 24329112.89 24169838.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 1783279.81 1620626.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 39148.23 36776.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 1742.39 1532.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8191 N/A 3132DWC43 2052-01-01 3.5 5128.07 4384.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH9115 N/A 3133CNDU3 2054-02-01 5.5 9994421.33 9622194.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6312 N/A 3140QSAN1 2053-05-01 5 754.72 710.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 1314.59 1255.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4108 N/A 3140XKR69 2051-12-01 4 728.75 644.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5407 N/A 31418FAH0 2039-06-01 6 419.34 423.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 7197850.11 7200364.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5100 N/A 3132DSUZ3 2052-10-01 4 789.80 696.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1331 N/A 3140QLPR1 2051-08-01 2.5 561522.27 447522.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2591 N/A 3140XH2Z9 2052-08-01 5 668.42 633.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 1214.32 1209.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6075 N/A 3140QRXD0 2053-04-01 5.5 2726.31 2642.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5886 N/A 3140QRRG0 2053-03-01 4.5 4636847.64 4230205.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5861 N/A 3140QRQP1 2053-03-01 6.5 7589648.81 7839645.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5859 N/A 3140QRQM8 2053-03-01 6 585.51 583.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5856 N/A 3140QRQJ5 2053-03-01 6 608.54 606.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 668.87 669.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5793 N/A 3140QRNK5 2053-02-01 4.5 36425069.13 33176936.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5728 N/A 3140QRLJ0 2053-02-01 5.5 28836.98 28043.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5711 N/A 3140QRKZ5 2053-02-01 6.5 2224436.54 2283515.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB5664 N/A 3140QRJJ3 2053-02-01 4 834.83 733.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0312 N/A 31426WK25 2055-08-01 5.5 957.05 924.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0076 N/A 31426WCN8 2055-08-01 6.5 687982.36 699245.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0816 N/A 31426W4A5 2055-08-01 5.5 3603562.50 3469119.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ0789 N/A 31426W2X7 2055-08-01 5 36273.63 33800.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 N/A 3140QGF36 2050-12-01 3 5451423.87 4579477.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 590.30 466.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 37930.80 30224.92 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 589.79 448.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8026 N/A 3140QF4L0 2050-12-01 2.5 627.56 496.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA6872 N/A 3140QET69 2035-08-01 2.5 348.70 315.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 1469278.85 1124337.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6739 N/A 3140QEPZ9 2050-08-01 3 464.31 382.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7195 N/A 3140QE7H9 2050-09-01 2 561.32 427.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA5461 N/A 3140QDB78 2035-03-01 2.5 199080.65 180566.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA4819 N/A 3140QCK96 2049-12-01 4 30859.41 27552.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 29431.48 24582.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3955 N/A 3140QBMD7 2049-08-01 3.5 119017.41 102642.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0146 N/A 3142J6EU3 2056-08-01 5.5 47166.00 45313.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0111 N/A 3142J6DR1 2056-04-01 5.5 931.59 895.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0086 N/A 3142J6CY7 2056-01-01 6 10149.62 10030.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0076 N/A 3142J6CN1 2055-12-01 5.5 77823.26 74817.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0056 N/A 3142J6B28 2055-10-01 5.5 851.92 819.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 919.38 855.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 21611169.77 21987487.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ1375 N/A 3142GRQ52 2054-02-01 4.5 19114.95 17357.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 6753740.44 6555636.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1266 N/A 3142GRMQ0 2054-04-01 5.5 1741.28 1679.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1208 N/A 3142GRKW9 2054-04-01 5 10619557.88 9914926.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1213 N/A 3142GRK33 2054-04-01 5.5 869.27 842.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1109 N/A 3142GRGT1 2054-03-01 5.5 672.00 649.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 9664576.61 9655330.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1054 N/A 3142GRE48 2054-03-01 5 1694.44 1584.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 10793474.66 10679207.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 694.95 693.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 25031636.38 24224605.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1765 N/A 3142GR6B1 2054-06-01 5.5 193299.21 187561.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1714 N/A 3142GR3Y4 2054-06-01 6 678.40 674.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0180 N/A 3142GQFW7 2053-11-01 5.5 773.88 749.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 2178616.26 2247502.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0835 N/A 3142GQ4V1 2054-02-01 5.5 3899825.89 3776761.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA2077 N/A 3140Q9JX2 2038-07-01 4 2446975.09 2292224.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1878 N/A 3140Q9CQ4 2048-06-01 4 9262112.35 8304625.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 555642.74 498101.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0463 N/A 3140Q7QR1 2047-09-01 4 1922383.41 1724420.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY6864 N/A 3140NPTW0 2053-07-01 5 1650.85 1545.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRMA2089 N/A 31418BKB1 2044-11-01 4.5 141028.59 130996.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CWMA1589 N/A 31418AXT0 2028-09-01 3 32607.15 32114.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVMA1557 N/A 31418AWT1 2028-08-01 3 20.54 20.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 193.91 171.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1328 N/A 31418APN2 2043-01-01 3.5 139.85 123.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1138 N/A 31418AHQ4 2032-08-01 3.5 30211.31 29058.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA1788 N/A 31418A7A0 2044-02-01 4 2941725.74 2666316.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA0472 N/A 31417YQ26 2030-07-01 5 25.85 25.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0096 N/A 31417YDA2 2029-06-01 4.5 88114.48 87570.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA0777 N/A 31417Y2K2 2031-06-01 5 29115.24 28917.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3198 N/A 3140BFRU1 2055-06-01 6 915070.74 906424.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9294 N/A 3140XRKG9 2054-10-01 5.5 1591.04 1531.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9203 N/A 3140XRGM1 2054-09-01 6 674.22 668.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9133 N/A 3140XREF8 2054-01-01 4.5 2785866.19 2544484.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9042 N/A 3140XRBL8 2054-08-01 5.5 6365501.67 6185157.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9020 N/A 3140XRAW5 2054-03-01 5.5 962710.05 930763.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9800 N/A 3140XR3J2 2054-11-01 5.5 825.20 798.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTSC0934 N/A 3132DABB6 2046-08-01 5.5 1170117.06 1147429.14 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0672 N/A 3132D9W91 2042-08-01 2 13827578.57 11598519.13 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0206 N/A 3132D9GP3 2041-11-01 2 614.42 514.87 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8168 N/A 3132D6CD0 2037-08-01 2.5 41219.72 37078.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8026 N/A 3132D54K5 2035-01-01 2.5 1838.87 1681.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB1713 N/A 3132CX3W0 2040-12-01 5 994.92 967.98 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 80934.26 72760.14 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0531 N/A 3132CWSU9 2036-06-01 2.5 294718.70 265047.56 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0308 N/A 3132CWKV5 2035-01-01 2.5 262.88 241.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB0862 N/A 3132CW5X8 2037-12-01 5 3110.91 3030.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT1859 N/A 3132AEB47 2049-03-01 5 173.65 165.04 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZT1115 N/A 3132ADGY8 2043-06-01 4 38324.69 34311.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0713 N/A 3132ACYJ3 2048-10-01 4.5 83.37 76.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3395 N/A 3140XJXZ1 2052-12-01 5 782.25 735.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3361 N/A 3140XJWX7 2052-12-01 5.5 706.77 688.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3895 N/A 3142GUKH5 2055-04-01 6 2044959.13 2026029.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3713 N/A 3142GUDT7 2055-03-01 5 10386.26 9749.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3727 N/A 3142GUD91 2055-03-01 6 9386290.74 9353282.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3723 N/A 3142GUD59 2055-03-01 5.5 22566733.29 21852756.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 719.07 720.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4583 N/A 3132DSCU4 2053-12-01 3.5 27795.57 23648.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5321 N/A 3132DS4E9 2052-10-01 4 999544.51 880181.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5309 N/A 3132DS3S9 2054-04-01 5.5 35299.79 34132.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3213 N/A 3132DQSA5 2053-07-01 5.5 699.30 677.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1511 N/A 3130G0R97 2056-08-01 6 122799.20 121881.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1857 N/A 3130G05T7 2056-08-01 5.5 114754.01 110897.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC7289 N/A 3130G67B1 2056-10-01 5 1000.00 931.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2313 N/A 31427PSB1 2055-09-01 6 31463445.90 31367524.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 N/A 31418FPH4 2055-09-01 6 723.17 715.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4206 N/A 31426NU81 2055-06-01 5 2066874.52 1925964.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4565 N/A 31418ECB4 2052-03-01 3.5 625.79 534.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 385124.99 304311.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4528 N/A 31418EA67 2051-12-01 4 44159.60 39023.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 94270.14 90923.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 641474.77 599694.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4358 N/A 31418DZY1 2051-06-01 3.5 42185.83 36184.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 346428.39 261661.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4364 N/A 31418DZ62 2041-06-01 2 639.36 534.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4325 N/A 31418DYX4 2051-05-01 2 1396.42 1056.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4307 N/A 31418DYD8 2051-04-01 3 79550.63 65781.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4329 N/A 31418DY30 2036-05-01 2 244896.99 216244.31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4261 N/A 31418DWX6 2036-02-01 2 196714.93 173856.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 131339.37 99894.24 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4181 N/A 31418DUF7 2050-11-01 1.5 668.55 479.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4120 N/A 31418DSJ2 2050-09-01 2.5 74651.60 59115.33 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 556.88 423.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4619 N/A 3140W5DZ4 2056-02-01 5.5 1390269.73 1334071.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4514 N/A 3140W5AQ7 2056-02-01 4.5 982.52 888.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4124 N/A 3140W4SN8 2052-09-01 3.5 26519217.35 22766441.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3609 N/A 3140W4AK3 2055-09-01 6 917.83 915.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4445 N/A 3140W45F0 2053-02-01 4.5 501541.61 456754.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3324 N/A 3140W3VS5 2055-08-01 6 879.92 873.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 633.38 595.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3897 N/A 3140QPKK2 2052-06-01 3.5 1488.10 1266.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3877 N/A 3140QPJX6 2052-06-01 5 1356.51 1274.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 N/A 3140QPJV0 2047-06-01 3.5 2331877.25 2006623.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3744 N/A 3140QPES2 2052-03-01 2.5 36107.36 28492.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3606 N/A 3140QPAG2 2052-05-01 3.5 51143.60 43619.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8513 N/A 3132DWN66 2055-03-01 4.5 3866714.37 3496573.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 863.73 834.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8756 N/A 3140QUWS1 2054-06-01 6 740.36 736.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8697 N/A 3140QUUX2 2054-06-01 6 751.58 751.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8707 N/A 3140QUU95 2054-06-01 6 710.97 707.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8706 N/A 3140QUU87 2054-06-01 6 14795817.62 14749393.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8658 N/A 3140QUTQ9 2054-06-01 4.5 893.29 808.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0497 N/A 3133BMRS6 2052-09-01 5 1942301.80 1830512.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9306 N/A 3133BKKT5 2052-09-01 5 1892983.83 1778552.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9091 N/A 3133BKC49 2052-08-01 5 9740722.30 9155068.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8882 N/A 3133BJ2P6 2052-09-01 5 633.13 600.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3190 N/A 3140Y9RL0 2056-08-01 5.5 991.13 952.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 N/A 3140Y9MJ0 2056-07-01 5.5 1069.80 1030.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3051 N/A 3140Y9L93 2056-07-01 5.5 33718570.20 32569696.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3047 N/A 3140Y9L51 2056-07-01 5.5 1030.78 1001.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2992 N/A 3140Y9KE3 2056-07-01 5 1108.38 1032.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2900 N/A 3140Y9GJ7 2056-06-01 6 8713392.95 8619099.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2899 N/A 3140Y9GH1 2056-06-01 6 2007.26 1992.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2878 N/A 3140Y9FU3 2056-06-01 4.5 995.11 899.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2703 N/A 3140Y9AD6 2056-05-01 6 3913.97 3894.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 28174.25 28010.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE2855 N/A 3140BFE50 2055-06-01 5.5 109811.63 105716.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9902 N/A 3140BBAC8 2055-07-01 5.5 405991.14 390421.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8791 N/A 3140B9XV6 2055-04-01 6.5 1969087.42 2016221.68 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7379 N/A 3140B8FV8 2055-04-01 7 518.25 537.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6536 N/A 3140B7HN6 2055-05-01 5.5 1611.45 1550.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD4468 N/A 3140B46E5 2055-04-01 5 866.35 813.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3071 N/A 3140B3MV1 2055-03-01 6.5 616734.92 626862.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9269 N/A 3140AXJP3 2054-12-01 4.5 1288540.03 1172384.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9225 N/A 3140AXHB6 2054-12-01 5.5 9596242.24 9280051.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC8581 N/A 3140AWRB7 2054-11-01 6.5 979.92 1000.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9361 N/A 31417GMK9 2043-05-01 3.5 177241.98 158319.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVMA1449 N/A 31418ATF5 2028-05-01 3 32787.60 32367.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1664 N/A 3132DNZ55 2052-09-01 5 4983374.94 4689494.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3235 N/A 3132DQSY3 2053-06-01 5.5 655246.96 633354.87 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4563 N/A 31418EB90 2052-03-01 2.5 749926.81 593621.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1476 N/A 3140XGUA5 2052-03-01 3 499859.40 410792.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS4049 N/A 3140XKQB9 2036-09-01 2.5 538.69 488.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2742 N/A 3142GTBL9 2054-11-01 5.5 1819.95 1759.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7139 N/A 3140MY4Z2 2052-07-01 5 639.65 601.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 92392.70 69569.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM1045 N/A 3140X4ET9 2039-06-01 4.5 50633.70 48563.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4843 N/A 3140QQLZ6 2052-10-01 5.5 28466.21 27629.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0835 N/A 3140XF4V0 2052-03-01 2.5 210046.97 168336.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8336 N/A 3132DWHM8 2053-04-01 3.5 1562.12 1330.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4587 N/A 31418ECZ1 2042-04-01 2.5 2805.34 2407.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 1338.31 1305.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 1606.19 1461.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5167 N/A 31418EW55 2053-10-01 6.5 462.35 468.73 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA3606 N/A 3133KKAF6 2050-10-01 2 547.40 416.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4410 N/A 3133KK3T4 2051-01-01 2.5 531.09 422.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 4419025.55 4256849.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3425 N/A 31427QYX4 2055-11-01 5.5 18406438.27 17663895.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3415 N/A 31427QYM8 2055-09-01 5 972.13 905.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3280 N/A 31427QUE0 2053-07-01 5 14910100.00 14044699.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2932 N/A 31427QHJ4 2055-09-01 5.5 21223109.74 20405182.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2929 N/A 31427QHF2 2055-10-01 5.5 972.10 934.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2948 N/A 31427QH21 2055-10-01 5 6178.98 5777.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2800 N/A 31427QDE9 2053-10-01 4.5 824160.38 752841.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2770 N/A 31427QCG5 2055-05-01 6.5 163879.36 167611.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2716 N/A 31427QAS1 2055-09-01 5.5 977.18 940.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2361 N/A 31427PTT1 2055-09-01 5.5 838.61 807.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2351 N/A 31427PTH7 2055-07-01 5 903.90 845.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2338 N/A 31427PS47 2055-08-01 5.5 866.71 835.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2240 N/A 31427PP24 2055-07-01 5 10647.56 9936.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2142 N/A 31427PLY8 2055-08-01 6 2724614.76 2697206.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2127 N/A 31427PLH5 2055-08-01 6 31653620.91 31633879.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0013 N/A 3142J6AP8 2055-06-01 5.5 1611.74 1551.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ7670 N/A 3142GYQY4 2056-10-01 6 124859.00 123188.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6859 N/A 3142GXTR8 2056-06-01 6 980.66 976.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1008 N/A 3140Y7DN5 2055-09-01 5.5 951.31 921.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 8810785.56 8557718.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 2600213.42 2456431.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 13101852.82 13044628.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 639990.52 601295.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4917 N/A 31418EPB0 2053-02-01 4.5 526015.27 479995.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 317250.64 307684.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 415878.20 415047.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1968 N/A 3140ABFJ9 2054-09-01 6.5 1133983.46 1186856.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0060 N/A 3140A9B66 2054-04-01 5.5 554.80 538.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1699 N/A 3140A13H8 2053-10-01 6.5 1344.39 1369.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL793282 N/A 31405MJ32 2034-05-01 5.5 23080.38 22609.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K0762521 N/A 31404AD27 2033-11-01 4.5 631119.76 613004.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745837 N/A 31403DS26 2033-04-01 6 743.41 747.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL725027 N/A 31402CPL0 2033-11-01 5 29418.10 29149.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 1717871.26 1511033.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAV3424 N/A 3138XEYW2 2044-01-01 4 107.68 97.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 172.90 152.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1002 N/A 3140Y7DG0 2055-09-01 5 995.64 934.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1706 N/A 3140Y73Q9 2055-12-01 5.5 971.12 935.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7740 N/A 3142K9S63 2056-06-01 4.5 993.74 899.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5951 N/A 3142K7TH2 2056-06-01 6.5 996.62 1011.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5824 N/A 3142K7PJ2 2056-06-01 5 996.70 935.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4675 N/A 3142K6FR7 2056-06-01 5 994.58 936.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4308 N/A 3142K5YE7 2056-06-01 6.5 994.25 1016.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA8645 N/A 3140QGTB3 2051-01-01 4 19752.28 17449.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU1241 N/A 3140M2LX8 2052-03-01 3 382492.96 315547.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 1860895.57 1630309.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2626 N/A 3140Q94L4 2048-11-01 4 77030.20 68973.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8348 N/A 3132DWHZ9 2053-08-01 5 768.24 721.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAC5192 N/A 31417QXW9 2039-12-01 4 104.76 94.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB9703 N/A 31417GX92 2043-06-01 3.5 3513642.95 3103345.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5948 N/A 31418FTE7 2041-01-01 3.5 1891.62 1724.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 2031871.93 1891054.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5968 N/A 31418FT23 2056-02-01 3.5 1953.30 1661.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5943 N/A 31418FS99 2056-01-01 4.5 68522.69 61941.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5859 N/A 31418FQM2 2040-10-01 4.5 86268.50 82023.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5790 N/A 31418FNG8 2055-08-01 4.5 45445.55 41081.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5759 N/A 31418FMH7 2055-07-01 5 176504.78 164307.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5734 N/A 31418FLQ8 2055-06-01 5 3688.20 3433.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5725 N/A 31418FLF2 2055-05-01 3.5 44560.68 37894.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4632 N/A 3140XLEE4 2053-05-01 5.5 690.63 672.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 7758600.61 7050589.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 N/A 3132DUMB0 2052-06-01 3.5 2574.33 2189.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6433 N/A 3132DUEE3 2054-04-01 5.5 874.37 845.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6151 N/A 3132DTZQ6 2054-01-01 6 1937695.94 1930141.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6011 N/A 3132DTVC1 2054-07-01 6 826.02 827.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5952 N/A 3132DTTH3 2054-08-01 6 28126.49 28066.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 124214.74 127058.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5080 N/A 3132DSUD2 2054-03-01 6 762.81 763.06 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5043 N/A 3132DSS86 2054-02-01 7 607.52 639.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4949 N/A 3132DSQA3 2052-04-01 2.5 844.11 674.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 12697.29 11913.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4678 N/A 3132A5FT7 2046-09-01 3.5 117.15 102.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4638 N/A 3132A5EK7 2045-11-01 3.5 101.16 88.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4655 N/A 3132A5E43 2046-03-01 3.5 77167.15 67722.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4626 N/A 3132A5D77 2045-08-01 3.5 101914.94 89384.95 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65441 G N/A 31323ABJ0 2047-10-01 3.5 68740.17 59185.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN4962 N/A 3131YBQP6 2049-04-01 4.5 1980650.90 1837366.66 Agency Mortgage-Backed Securities FMAC FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 57234.11 57584.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4723 N/A 3131XYG86 2047-11-01 3.5 185.61 160.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 1911.33 1773.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 644.27 577.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1797 N/A 3130G03F9 2056-07-01 6.5 2839.47 2907.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1783 N/A 3130G02R4 2056-08-01 5.5 2147.44 2060.79 Agency Mortgage-Backed Securities FMAC 05.500 FGPC H11244 G N/A 3128N1LZ9 2037-06-01 5.5 59.37 57.12 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAD0020 N/A 31418MAW2 2037-12-01 7 44.57 45.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-07-01 5 989.54 920.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA6115 N/A 31418FYM3 2056-07-01 3.5 998.56 849.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6090 N/A 31418FXU6 2046-06-01 4.5 1065732.36 985274.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6062 N/A 31418FWY9 2041-05-01 5.5 6671.59 6622.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5701 N/A 3140JAKP2 2048-12-01 4.5 2823714.84 2618865.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5134 N/A 3140J9V40 2048-11-01 4 2095.75 1876.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4756 N/A 3140J9JA0 2048-09-01 4.5 242.28 224.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4524 N/A 3140J9A27 2048-07-01 4 13976987.09 12524222.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM3788 N/A 3140J8F65 2048-03-01 3.5 9026.23 7855.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9988 N/A 3140QWC26 2055-02-01 6 1695369.89 1691310.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0565 N/A 31427MTX9 2055-01-01 6 820.64 821.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE7459 N/A 3140BLJD5 2055-09-01 5 11015167.04 10256142.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0428 N/A 3140Y6PN4 2055-05-01 5.5 889.02 858.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7175 N/A 31427G6M1 2055-11-01 5.5 11137299.68 10687982.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL3641 N/A 31427RBK5 2055-04-01 6.5 16464514.22 16652474.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 9716616.58 9070401.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6076 N/A 31427TXE1 2056-07-01 5 25140826.97 23407964.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9347 N/A 3142JYL59 2056-04-01 5 1092639.12 1019965.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CICC0482 N/A 3140Y6RC6 2040-05-01 6 224353.04 226471.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3267 N/A 3142GTTZ9 2055-02-01 6 13713165.79 13673772.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6093 N/A 31426BXX9 2055-02-01 5.5 3473.01 3357.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3469 N/A 3140BF2B0 2055-07-01 6 787.66 778.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD2481 N/A 3140B2XK5 2055-02-01 5 767.01 715.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 10322113.22 9948541.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CNMA5748 N/A 31418FL62 2035-06-01 4.5 95621.16 91760.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0308 N/A 3140BCKW1 2055-06-01 5.5 891678.82 859049.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2545 N/A 3142JQZK8 2056-01-01 6.5 1673.09 1721.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6503 N/A 3142GXGM3 2056-05-01 5 33693624.88 31549456.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4816 N/A 3140W5K60 2056-03-01 5 16096156.90 15055697.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 1059.21 1021.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 47335.67 44169.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8473 N/A 3132DWMW0 2054-11-01 4.5 8810.91 7964.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8469 N/A 3132DWMS9 2054-10-01 5.5 11498.66 11109.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 54928.04 53052.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 5226808.15 5034673.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8417 N/A 3132DWK69 2054-03-01 4.5 67429.87 61148.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8413 N/A 3132DWK28 2054-02-01 4 901.44 791.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8373 N/A 3132DWJS3 2053-11-01 6 556.62 553.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5775 N/A 3140W6MZ2 2054-10-01 4.5 53376.87 48446.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5741 N/A 3140W6LX8 2055-03-01 4.5 10520917.60 9514833.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5717 N/A 3140W6K76 2056-05-01 5 1289.86 1201.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5713 N/A 3140W6K35 2056-05-01 5 1317.77 1231.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6288 N/A 3140W67A4 2056-07-01 4.5 233595.10 211079.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFA5205 N/A 3140W5YB4 2037-03-01 3 696637.52 645155.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6590 N/A 31427UKC6 2056-09-01 5.5 1033.00 1002.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6318 N/A 31427UAU7 2049-06-01 5.5 17944290.55 17726582.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL6304 N/A 31427UAE3 2053-03-01 3.5 144700.37 124808.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 5067218.26 4592278.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 5892.03 5331.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5793 N/A 3142GWNK1 2056-01-01 4.5 8223438.55 7436710.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5613 N/A 3142GWGX1 2055-12-01 5.5 932789.71 901513.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5582 N/A 3142GWFY0 2055-12-01 5.5 585828.78 565116.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5536 N/A 3142GWEJ4 2055-12-01 6 826890.12 821526.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5553 N/A 3142GWE39 2055-12-01 5 961.85 901.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 11157042.58 10775321.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6203 N/A 3142GW3M9 2056-03-01 5 2080.44 1954.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6193 N/A 3142GW3B3 2056-03-01 5 1075.74 1003.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5122 N/A 3142GVVQ1 2055-10-01 6.5 902.89 923.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 6730842.52 6501210.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 2717.49 2621.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5087 N/A 3142GVUM1 2055-10-01 5.5 30064514.36 29000217.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5056 N/A 3142GVTN1 2055-10-01 4.5 900.14 825.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 11353.72 11075.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8178 N/A 3132DWCP6 2051-11-01 2.5 171017.71 135494.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6116 N/A 3140NAYN7 2053-01-01 6 9919190.96 9838055.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3816 N/A 3140XKG20 2052-12-01 3.5 1524.97 1300.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5837 N/A 3140X9PX7 2050-05-01 4.5 28996.30 26431.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1508 N/A 31418AVA3 2043-07-01 3.5 484.29 426.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2759 N/A 3140QAB58 2048-12-01 4.5 145.38 133.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 35172.04 34113.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 796927.60 707074.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 441.20 385.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 1588861.29 1578125.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4629 N/A 3140QQEB7 2052-09-01 5.5 11461648.91 11065162.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-12-01 4 172.43 156.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3229 N/A 3140X6ST9 2047-02-01 3.5 23666.88 21143.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1231 N/A 3142GRLM0 2054-04-01 6 78135.86 77253.02 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2747 N/A 3131XJBQ4 2042-02-01 4 136.52 125.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 22348.96 21572.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5890 N/A 3140XMRL2 2053-10-01 6 31689.22 31276.26 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6498 N/A 3140XAGG1 2051-03-01 2 592.64 456.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7130 N/A 3140XN4Q4 2054-01-01 5 768.61 715.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZT1028 N/A 3132ADD96 2032-09-01 3.5 97279.65 93262.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6303 N/A 3133C7AC1 2053-06-01 6 711.50 707.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 888.88 856.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY0117 N/A 31426JDX4 2055-04-01 5.5 12227.75 11744.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 1832.66 1833.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2906 N/A 3142GTGQ3 2054-11-01 5.5 736252.91 714007.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1079 N/A 31427NFV6 2054-12-01 5.5 16378088.41 15938755.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 1647.26 1632.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4918 N/A 3140U8PC8 2056-08-01 6.5 1009.00 1030.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6206 N/A 31418F3Q8 2056-10-01 5 1000.00 930.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1499 N/A 3142K2UZ1 2056-04-01 5 24662227.05 22953079.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3861 N/A 3140UKJF1 2056-08-01 5.5 1089540.46 1048335.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5787 N/A 3142GWND7 2056-01-01 6 17273402.69 17042549.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6745 N/A 3140QSP70 2053-07-01 5.5 9796715.42 9488672.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV8024 N/A 3140MM4J4 2052-08-01 4 742.84 656.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7336 N/A 3140QTEJ4 2053-10-01 5.5 92851.40 89737.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4382 N/A 3140QP2Q9 2052-08-01 4 801.52 706.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2981 N/A 3132DQJ23 2053-05-01 6.5 537.08 545.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM8836 N/A 3140XCZA9 2050-11-01 3 1401197.32 1178036.57 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8160 N/A 3132DWB51 2051-08-01 2 370767.99 280351.44 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3PSE9004 N/A 3133SKAD3 2049-10-01 3 109602.24 89226.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2211 N/A 3140QMN59 2051-11-01 2.5 767.96 607.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1454 N/A 3140XGTL3 2052-04-01 3.5 69926.64 60026.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2855 N/A 3140QNE57 2052-02-01 2.5 140588.98 113517.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL7349 N/A 3138EQEX6 2039-10-01 6.5 236995.56 243561.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0060 N/A 3142GQB68 2053-10-01 5 28662778.24 26987604.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR7795 N/A 3140L6UV4 2051-04-01 2.5 621.30 493.39 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 3182.42 2399.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3666 N/A 3140QBCC0 2049-06-01 4 18839.09 16848.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1015 N/A 3140XGDV8 2052-02-01 2 146000.94 111870.02 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 2293.41 1723.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4343 N/A 3140XKZH6 2052-06-01 3.5 1434.08 1232.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8543 N/A 3140XCP51 2044-11-01 5 56249.58 54157.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5470 N/A 3140QRCG6 2053-01-01 5.5 687.17 667.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM6147 N/A 3140X9ZM0 2036-02-01 2 32954.04 29200.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM6039 N/A 3140X9V93 2050-06-01 3.5 12671.64 10909.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5839 N/A 3140X9PZ2 2050-05-01 4.5 457.27 418.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5410 N/A 3140X9AL9 2050-12-01 2 730.19 548.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 36483.32 30139.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6270 N/A 3140X96G5 2051-03-01 2 608.78 465.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5265 N/A 3140X8Z75 2051-01-01 2 613.89 466.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4502 N/A 3140X8AC1 2050-10-01 2 36402.80 27929.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4251 N/A 3140X7WM7 2049-12-01 3.5 35457.67 30566.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3447 N/A 3140X6ZM6 2049-11-01 4 246.46 221.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3241 N/A 3140X6S77 2050-03-01 3 13120276.51 10917548.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFM3123 N/A 3140X6PH8 2038-03-01 2.5 30238.04 27139.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7434 N/A 3131XBHK8 2030-06-01 3 64.77 62.61 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK4894 N/A 3131X8NK8 2028-01-01 2 154.79 152.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA3748 N/A 3142JSEW1 2056-01-01 6.5 993.63 1013.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3300 N/A 3142JRU21 2056-01-01 5 990.89 926.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2686 N/A 3140W26Y2 2054-07-01 6 859.56 855.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5644 N/A 31418FHW0 2055-03-01 4.5 36424.67 33015.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3214 N/A 31427ASC2 2055-09-01 6 991.11 984.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1730 N/A 31426X4Q8 2055-09-01 5.5 3587.79 3447.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8911 N/A 3140XC3V8 2051-02-01 3.5 440.23 378.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 2061982.08 1904683.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI6645 N/A 3140V1L36 2056-09-01 5 1066910.00 1002673.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 13439704.17 12599370.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6035 N/A 31418FV53 2041-04-01 3.5 968.19 882.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3006 N/A 3142GTKU9 2054-12-01 5 7402646.25 6910013.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY7432 N/A 31426SHJ1 2055-06-01 5 8582828.33 7989727.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5910 N/A 31418FR82 2055-12-01 5.5 3619.36 3477.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 124354.63 120483.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 10179597.52 10433793.38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4570 N/A 31418ECG3 2042-03-01 2 677.08 561.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5478 N/A 31418FCQ8 2039-09-01 6.5 347.10 355.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 55308.79 45478.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 770.07 723.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1686 N/A 3140Y72U1 2055-12-01 5 976.45 911.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0658 N/A 3142JNWU6 2055-12-01 5 867.30 811.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1914 N/A 3140Y8DU7 2056-02-01 5 7203.24 6730.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1891 N/A 31427PC51 2055-08-01 6.5 21039626.82 21428799.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8516 N/A 3132DWN90 2055-03-01 6 602.01 596.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0867 N/A 3140Y66D7 2055-08-01 6 908.86 908.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6434 N/A 31426CEG5 2055-02-01 5.5 1715.11 1647.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2515 N/A 31427PYM0 2055-04-01 5.5 5239563.93 5085497.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 1399509.01 1347294.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8494 N/A 3132DWNK5 2055-01-01 5.5 18804595.11 18113461.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8492 N/A 3132DWNH2 2055-01-01 5 236985.79 220729.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4599 N/A 3142GVDD0 2055-08-01 6.5 22248838.67 22719960.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY8842 N/A 31426TZG5 2055-07-01 5.5 3946.95 3830.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 881.22 802.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY5251 N/A 31426PZR9 2055-06-01 5.5 146498.08 140700.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3709 N/A 3142GUDP5 2055-03-01 5 957.77 897.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9743 N/A 3140QVZH0 2055-01-01 6.5 8794273.94 8992594.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7754 N/A 3133C8TK1 2053-08-01 5.5 834.38 802.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG7454 N/A 3133C8H73 2053-07-01 6.5 633.91 655.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6702 N/A 3133C7NT0 2053-07-01 6 9572819.84 9503611.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7071 N/A 3133C72C0 2053-07-01 5.5 723.73 700.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG5549 N/A 3133C6EW5 2053-06-01 5 751.88 706.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 644.40 643.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4323 N/A 3133C4YU2 2053-06-01 6 193821.02 191608.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG1222 N/A 3133C1LB4 2053-04-01 5.5 19885.45 19302.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7882 N/A 3133BVXK6 2053-02-01 5.5 727.43 705.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7714 N/A 3133BVSB2 2053-02-01 5.5 3945634.44 3798184.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF7432 N/A 3133BVHH1 2053-02-01 5 6478187.82 6062733.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7373 N/A 3133BVFN0 2053-02-01 6 24711605.55 24637800.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7274 N/A 3133BVCK9 2053-02-01 6 2797315.34 2801884.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6698 N/A 3133BUNP8 2053-02-01 5.5 8061231.79 7774981.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7187 N/A 3133BU6Y8 2053-02-01 6 618.29 616.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0736 N/A 31427MZA2 2055-02-01 5.5 13391.72 13014.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0675 N/A 31427MXD8 2055-01-01 6.5 691.08 706.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0620 N/A 31427MVN8 2055-03-01 5.5 953307.00 918797.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 3756781.05 3625074.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0496 N/A 31427MRS2 2055-02-01 5.5 34444881.47 33168201.09 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL0454 N/A 31427MQG9 2054-11-01 4.5 36206.72 32756.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5091 N/A 3140QQUR4 2052-11-01 6 1025613.51 1023975.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4820 N/A 3140QQLA1 2052-10-01 4.5 773.33 704.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB4802 N/A 3140QQKQ7 2037-07-01 2.5 6036.95 5430.55 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0542 N/A 3132ACS76 2048-07-01 4 201.52 180.27 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0189 N/A 3132ACF62 2047-09-01 4 8809813.65 7881384.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 113782.82 105093.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9909 N/A 3140N3AK5 2052-10-01 4.5 21040915.58 19181992.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7604 N/A 3140N0NW1 2052-08-01 4.5 7826968.34 7130313.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW6984 N/A 3140MYXN7 2052-09-01 4.5 938.99 852.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW6230 N/A 3140MX4Q4 2052-09-01 4 13926.35 12271.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 2675534.22 2441478.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2522 N/A 3140MTYU1 2056-02-01 5.5 2008011.06 1929432.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 35490.47 32358.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW0922 N/A 3140MSAY1 2052-06-01 4 531623.97 471283.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBW0336 N/A 3140MRLS4 2052-05-01 2.5 687155.40 545300.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV9527 N/A 3140MPSR3 2052-07-01 5 10455193.30 9850953.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT985938 N/A 31415QHP4 2028-05-01 5.5 27621.23 27730.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2361 N/A 3132DPTS7 2053-02-01 6 606.40 609.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4462 N/A 3132E05X6 2053-11-01 6 669.60 667.15 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 50.65 43.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3834 N/A 31418DHL9 2049-11-01 3 21347.86 17795.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1873 N/A 3140XHCK1 2052-05-01 3 1400.84 1169.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6197 N/A 3140MX3F9 2052-08-01 5 1906383.27 1815250.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 KL889665 N/A 31410KMN1 2037-08-01 6 32160.01 32678.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8477 N/A 3140MNM37 2052-05-01 3 793609.81 653820.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE4957 N/A 3133BEQJ5 2052-06-01 4.5 14330868.07 13069823.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1926 N/A 3140ABD85 2054-09-01 6.5 3285179.10 3348396.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7656 N/A 3140XPQJ1 2054-04-01 5.5 850.37 820.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3180 N/A 3132DQQ90 2053-06-01 6.5 615.31 632.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I6BF0497 N/A 3140FXRT1 2060-07-01 3 49367.46 39568.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5626 N/A 3140XMHC3 2053-08-01 5 6831.07 6418.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 7066.90 6009.69 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH4128 N/A 3133CGSR9 2053-11-01 7 6231638.00 6511431.62 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08789 G N/A 3128MJ2X7 2047-11-01 4 901.85 811.45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5866 N/A 3140QRQU0 2053-03-01 6.5 1578473.99 1611937.81 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q48945 G N/A 3132WN5F5 2047-06-01 4.5 195.34 180.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5811 N/A 3140XMN51 2053-08-01 5.5 27017859.63 26225332.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 551.59 549.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 350390.06 305207.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4542 N/A 3130G35C8 2056-09-01 6 1406756.00 1401483.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH2694 N/A 3140UH7G9 2056-06-01 5 2021.59 1891.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6143 N/A 31418FZH3 2056-08-01 4.5 333216.56 301102.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0008 N/A 3133W4AH5 2056-08-01 5.5 2368791.63 2289182.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3908 N/A 31427RKW9 2056-01-01 5 899.05 841.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3256 N/A 3140Y9TN4 2056-08-01 6 1016.88 1006.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4139 N/A 31427RS50 2056-02-01 5 2000.09 1866.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ7977 N/A 31427H2K7 2055-11-01 5 2772.44 2583.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7445 N/A 3130G7ET2 2056-10-01 6 2000.00 1985.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 N/A 3140U4UL1 2056-02-01 5.5 955.47 919.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5078 N/A 3140W5UC6 2052-08-01 3.5 10889016.72 9394580.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2476 N/A 3140Y8XE1 2056-04-01 6.5 28334093.26 28990285.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2342 N/A 3142JQS83 2055-12-01 5 4213049.50 3937784.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI5959 N/A 3140V0TR7 2056-02-01 4.5 2001.00 1813.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5682 N/A 31427TJ49 2056-06-01 6 1607802.16 1600643.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6213 N/A 31427T3X2 2056-08-01 5.5 35238368.05 33851158.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3975 N/A 31427RMZ0 2056-01-01 5 1007.83 940.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3798 N/A 31427RGG9 2056-01-01 5 1147.01 1076.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3731 N/A 31427RED8 2056-01-01 5 118881.14 110748.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3612 N/A 31427RAN0 2054-12-01 5 6583444.28 6132292.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4467 N/A 31427R6D7 2056-02-01 6 10848386.56 10745514.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 2796901.88 2701663.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8673 N/A 3140QUT71 2054-06-01 5 13049374.86 12216273.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8544 N/A 3140QUP67 2054-05-01 6 2173.85 2170.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8541 N/A 3140QUP34 2054-05-01 6 763.61 764.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 12642389.07 12890851.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8171 N/A 3140QUCH7 2054-03-01 6.5 671.53 690.34 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7671 N/A 3133KPQY7 2052-07-01 4.5 701.43 641.46 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7500 N/A 3133KPKM9 2052-07-01 4.5 25119353.22 22838289.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6954 N/A 3133KNWP4 2052-03-01 3 690.66 571.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA6531 N/A 3133KNHG1 2052-01-01 3.5 254900.14 218762.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA5746 N/A 3133KML37 2051-08-01 3.5 600.40 517.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 675.97 558.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8487 N/A 3132DWNC3 2054-12-01 4 35433.32 31055.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8515 N/A 3132DWN82 2055-03-01 5.5 763.35 735.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA0821 N/A 3140W04F9 2051-07-01 2 35799.03 27171.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI6889 N/A 3140V1UP7 2056-09-01 5.5 2005.00 1929.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI6888 N/A 3140V1UN2 2056-09-01 5.5 2042.00 1963.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI5753 N/A 3140V0MB9 2056-09-01 5.5 4572824.00 4412370.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI5681 N/A 3140V0J31 2056-10-01 6 98854.00 97801.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI5494 N/A 3140V0C87 2056-09-01 5 1497678.00 1398570.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI5491 N/A 3140V0C53 2056-10-01 5 1457378.00 1362213.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4754 N/A 3140UYH89 2056-09-01 5.5 1362904.00 1320243.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI5354 N/A 3140UY5Q2 2056-10-01 6 1000.00 987.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4093 N/A 3140UXRP2 2056-09-01 5.5 1050350.00 1010482.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI3916 N/A 3140UXK61 2056-09-01 6 1007.66 1001.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI3661 N/A 3140UXB79 2056-08-01 4.5 4052345.47 3671761.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0828 N/A 3142GQ4N9 2054-02-01 5 893.19 835.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6596 N/A 3140UAKJ3 2056-05-01 5 991.61 933.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6337 N/A 3140UABF1 2056-06-01 5.5 5296549.13 5106024.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6308 N/A 3140UAAJ4 2056-06-01 5.5 4544823.11 4392514.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5827 N/A 3140U9PM4 2056-04-01 5 930470.27 868582.62 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 4000000000.00 4000000000.00 .0226 N Y Y N Fixed Income Clearing Corporation ("FICC") - SSB Fixed Income Clearing Corporation ("FICC") - SSB, REPO, 3.880%, 10/1/2026 3.880 85748R009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB N UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 34350000.00 33842006.28 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 48318177.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 50000000.00 49150207.18 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 N/A 91282CLK5 2029-08-31 3.625 8772200.00 8623108.95 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 48500000.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 50000000.00 47937500.00 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 22742200.00 21804084.25 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) UST - 4.3750 - 09/15/2029 N/A 91282CRL7 2029-09-15 4.375 50000000.00 49260562.27 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0393 4000000000.00 4000000000.00 .0226 N Y Y N United States Treasury United States Treasury Bills, 3.660%, 10/1/2026 3.660 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0000 50000000.00 50000000.00 .0003 N Y Y N United States Treasury United States Treasury Bills, 3.540%, 10/1/2026 3.540 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0000 1897000000.00 1897000000.00 .0107 N Y Y N United States Treasury United States Treasury Bills, 3.840%, 12/24/2026 3.840 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0402 970907070.00 970907070.00 .0055 N Y Y N United States Treasury United States Treasury Bills, 3.380%, 12/24/2026 3.380 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0402 658829797.50 658829797.50 .0037 N Y Y N United States Treasury United States Treasury Bills, 3.390%, 1/21/2027 3.390 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N .0412 1382387006.00 1382387006.00 .0078 N Y Y N United States Treasury United States Treasury Bills, 3.656%, 3/18/2027 3.656 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0426 156902827.20 156902827.20 .0009 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 3/18/2027 3.595 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0426 413340885.41 413340885.41 .0023 N Y Y N United States Treasury United States Treasury Bills, 3.730%, 10/22/2026 3.730 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N .0372 1784995144.60 1784995144.60 .0101 N Y Y N United States Treasury United States Treasury Bills, 3.650%, 5/13/2027 3.650 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N .0427 888556529.28 888556529.28 .0050 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 12/3/2026 3.665 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N .0401 932446061.70 932446061.70 .0053 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 6/10/2027 3.750 912797VF1 254900HROIFWPRGM1V77 US912797VF19 U.S. Treasury Debt Y 2027-06-10 2027-06-10 2027-06-10 N N N .0431 932011200.00 932011200.00 .0053 N Y Y N United States Treasury United States Treasury Bills, 3.635%, 10/6/2026 3.635 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N .0318 2294799903.76 2294799903.76 .0129 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 10/13/2026 3.665 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N .0357 3535507987.80 3535507987.80 .0199 N Y Y N United States Treasury United States Treasury Bills, 3.855%, 2/4/2027 3.855 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y 2027-02-04 2027-02-04 2027-02-04 N N N .0418 867392081.60 867392081.60 .0049 N Y Y N United States Treasury United States Treasury Bills, 4.135%, 9/2/2027 4.135 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0441 215151043.52 215151043.52 .0012 N Y Y N United States Treasury United States Treasury Bills, 4.105%, 9/2/2027 4.105 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0441 107575521.76 107575521.76 .0006 N Y Y N United States Treasury United States Treasury Bills, 3.980%, 9/2/2027 3.980 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0441 302781871.45 302781871.45 .0017 N Y Y N United States Treasury United States Treasury Bills, 3.970%, 9/2/2027 3.970 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0441 562850497.78 562850497.78 .0032 N Y Y N United States Treasury United States Treasury Bills, 3.965%, 9/2/2027 3.965 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0441 107575521.76 107575521.76 .0006 N Y Y N United States Treasury United States Treasury Bills, 3.960%, 9/2/2027 3.960 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0441 107575521.76 107575521.76 .0006 N Y Y N United States Treasury United States Treasury Bills, 3.830%, 2/11/2027 3.830 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y 2027-02-11 2027-02-11 2027-02-11 N N N .0420 861723555.00 861723555.00 .0049 N Y Y N United States Treasury United States Treasury Bills, 3.785%, 12/8/2026 3.785 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N .0400 1744800021.84 1744800021.84 .0098 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 12/22/2026 3.750 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N .0400 1761978228.64 1761978228.64 .0099 N Y Y N United States Treasury United States Treasury Bills, 4.400%, 9/30/2027 4.400 912797WJ2 254900HROIFWPRGM1V77 US912797WJ22 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N .0454 905525879.31 905525879.31 .0051 N Y Y N United States Treasury United States Treasury Bills, 3.890%, 3/11/2027 3.890 912797WK9 254900HROIFWPRGM1V77 US912797WK94 U.S. Treasury Debt Y 2027-03-11 2027-03-11 2027-03-11 N N N .0424 872574311.49 872574311.49 .0049 N Y Y N United States Treasury United States Treasury Bills, 3.855%, 1/5/2027 3.855 912797WN3 254900HROIFWPRGM1V77 US912797WN34 U.S. Treasury Debt Y 2027-01-05 2027-01-05 2027-01-05 N N N .0410 1773663803.89 1773663803.89 .0100 N Y Y N United States Treasury United States Treasury Bills, 3.895%, 1/12/2027 3.895 912797WP8 254900HROIFWPRGM1V77 US912797WP81 U.S. Treasury Debt Y 2027-01-12 2027-01-12 2027-01-12 N N N .0410 1314646839.10 1314646839.10 .0074 N Y Y N United States Treasury United States Treasury Bills, 4.115%, 2/2/2027 4.115 912797WS2 254900HROIFWPRGM1V77 US912797WS21 U.S. Treasury Debt Y 2027-02-02 2027-02-02 2027-02-02 N N N .0423 1729164721.95 1729164721.95 .0098 N Y Y N United States Treasury United States Treasury Notes, 1.500%, 1/31/2027 1.500 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0425 516109452.47 516109452.47 .0029 N Y Y N United States Treasury United States Treasury Notes, 1.125%, 10/31/2026 1.125 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0410 211467239.76 211467239.76 .0012 N Y Y N United States Treasury United States Treasury Notes, 1.250%, 12/31/2026 1.250 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N .0417 271518194.39 271518194.39 .0015 N Y Y N United States Treasury United States Treasury Notes, 2.625%, 5/31/2027 2.625 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0443 304386414.64 304386414.64 .0017 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 10/15/2026 4.625 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N .0424 150017968.50 150017968.50 .0008 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 2/15/2027 4.125 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N .0423 276867992.88 276867992.88 .0016 N Y Y N United States Treasury United States Treasury Notes, 4.375%, 7/15/2027 4.375 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N .0450 501498000.00 501498000.00 .0028 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 10/31/2026 4.125 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0424 439931250.00 439931250.00 .0025 N Y Y N United States Treasury United States Treasury Notes, 4.358%, 10/31/2026 4.358 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-10-06 2026-10-31 2026-10-31 N N N .0423 719451923.01 719451923.01 .0041 N Y Y N United States Treasury United States Treasury Notes, 4.250%, 11/30/2026 4.250 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N .0413 821083380.76 821083380.76 .0046 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 1/31/2027 4.125 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0426 636801555.41 636801555.41 .0036 N Y Y N United States Treasury United States Treasury Notes, 4.251%, 1/31/2027 4.251 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-10-06 2027-01-31 2027-01-31 N N N .0411 1755557159.85 1755557159.85 .0099 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 3/31/2027 3.875 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N .0431 631659818.73 631659818.73 .0036 N Y Y N United States Treasury United States Treasury Notes, 4.313%, 4/30/2027 4.313 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-10-06 2027-04-30 2027-04-30 N N N .0411 2253311529.39 2253311529.39 .0127 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 5/31/2027 3.875 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0444 468263204.30 468263204.30 .0026 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 6/30/2027 3.750 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N .0446 397919376.00 397919376.00 .0022 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 7/31/2027 3.875 91282CNP2 254900HROIFWPRGM1V77 US91282CNP22 U.S. Treasury Debt Y 2027-07-31 2027-07-31 2027-07-31 N N N .0456 111374900.00 111374900.00 .0006 N Y Y N United States Treasury United States Treasury Notes, 4.343%, 10/31/2027 4.343 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-10-06 2027-10-31 2027-10-31 N N N .0415 89169321.61 89169321.61 .0005 N Y Y N United States Treasury United States Treasury Notes, 4.256%, 4/30/2028 4.256 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-10-06 2028-04-30 2028-04-30 N N N .0417 213748928.19 213748928.19 .0012 N Y Y N United States Treasury United States Treasury Notes, 4.203%, 7/31/2028 4.203 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-10-06 2028-07-31 2028-07-31 N N N .0417 1946236566.30 1946236566.30 .0110 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, REPO, 3.900%, 10/1/2026 3.900 921AZS005 L3I9ZG2KFGXZ61BMYR72 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLCC2636 N/A 3140Y84W3 2056-05-01 5.5 5927965.69 5688082.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4066 N/A 3140BUQU9 2055-11-01 5.5 1179728.31 1135335.78 Agency Mortgage-Backed Securities GNMA GNII SF DU8827 C N/A 3618WLYY4 2056-08-20 6 6710877.45 6706208.91 Agency Mortgage-Backed Securities GNMA GNII ET DH5494 C N/A 3618KEC76 2065-03-20 6.5 329160.98 332315.37 Agency Mortgage-Backed Securities GNMA GNII ET DG2699 C N/A 3618JX7L1 2065-04-20 6.5 387074.67 390784.43 Agency Mortgage-Backed Securities GNMA GNII SF DE7867 C N/A 3618JDW45 2054-12-20 7.5 2204188.24 2317626.05 Agency Mortgage-Backed Securities GNMA GNII SF CK4021 C N/A 3617XYPE1 2052-02-20 4 541845.50 472803.66 Agency Mortgage-Backed Securities GNMA GNII SF CK3284 C N/A 3617XXUH0 2052-02-20 4 438808.91 382584.42 Agency Mortgage-Backed Securities GNMA GNII SF CK1814 C N/A 3617XWAP6 2052-02-20 4 196568.99 171975.50 Agency Mortgage-Backed Securities GNMA GNII SF CK2670 C N/A 3617XW6F3 2052-02-20 3.5 2201149.45 1860826.31 Agency Mortgage-Backed Securities GNMA GNII SF BX2983 C N/A 3617Q7J47 2051-01-20 2.5 636982.06 512753.93 Agency Mortgage-Backed Securities GNMA GNII SF BW5974 C N/A 3617NXT75 2050-07-20 4 155325.89 135556.66 Agency Mortgage-Backed Securities GNMA GNII SF BW2733 C N/A 3617NUBA3 2050-10-20 4 1414751.63 1231366.18 Agency Mortgage-Backed Securities GNMA GNII SF BW2730 C N/A 3617NUA71 2050-10-20 4 746974.06 651358.56 Agency Mortgage-Backed Securities GNMA GNII SF BW2729 C N/A 3617NUA63 2050-10-20 4 1365056.92 1191113.48 Agency Mortgage-Backed Securities GNMA GNII SF BW0567 C N/A 3617NRTY9 2050-07-20 5 425047.10 406607.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3600 N/A 3132DQ7M2 2053-08-01 5.5 58903922.10 57104027.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5700 N/A 3130G5GJ6 2056-09-01 5.5 1572809.23 1511366.74 Agency Mortgage-Backed Securities GNMA GNII SF BV6680 C N/A 3617NLM52 2050-07-20 4 604853.15 524422.94 Agency Mortgage-Backed Securities GNMA GNII SF BT9181 C N/A 3617MYFW4 2050-03-20 4 77546.58 67707.09 Agency Mortgage-Backed Securities GNMA GNII SF BT5034 C N/A 3617MTSX9 2050-03-20 5 131301.65 124128.61 Agency Mortgage-Backed Securities GNMA GNII SF BT5017 C N/A 3617MTSE1 2050-03-20 4 201198.34 175488.85 Agency Mortgage-Backed Securities GNMA GNII SF BT2045 C N/A 3617MQHW9 2050-07-20 4 341497.44 298216.13 Agency Mortgage-Backed Securities GNMA GNII SF BS3216 C N/A 3617MDSD8 2050-02-20 4 325247.70 283612.81 Agency Mortgage-Backed Securities GNMA GNII SF BP8023 C N/A 3617LE4G6 2050-02-20 4 381837.95 333152.93 Agency Mortgage-Backed Securities GNMA GNII SF BP5595 C N/A 3617LCGC6 2049-10-20 4 293197.85 255974.10 Agency Mortgage-Backed Securities GNMA GNII SF BH6609 C N/A 3617H4KW0 2048-08-20 5 149942.04 141034.70 Agency Mortgage-Backed Securities GNMA GNMI SF BG9700 X N/A 3617GUX58 2048-07-15 4.5 446024.65 419030.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8201 M N/A 36179XDE3 2052-08-20 4.5 995479.14 916681.99 Agency Mortgage-Backed Securities GNMA GNAR AF MA8055 M N/A 36179W5Q7 2052-05-20 2.5 1409619.29 1353598.04 Agency Mortgage-Backed Securities GNMA GNAR AF MA8000 M N/A 36179W3H9 2052-04-20 2.5 1634811.08 1568638.65 Agency Mortgage-Backed Securities GNMA GNII SF MA6541 M N/A 36179VHS2 2050-03-20 3 5128039.24 4288203.16 Agency Mortgage-Backed Securities GNMA GNII SF MA6475 M N/A 36179VFQ8 2050-02-20 3.5 4757779.00 4112431.21 Agency Mortgage-Backed Securities GNMA GNII SF MA5193 M N/A 36179TXW0 2048-05-20 4.5 2603886.05 2412529.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8273 N/A 3142JXFP4 2056-03-01 5 6426344.07 5991729.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2305 N/A 3142JQR35 2055-12-01 5.5 5864122.38 5633665.63 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0016 N/A 3142J6AS2 2055-06-01 7 8713181.17 8981276.08 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0030 N/A 3142J6A86 2055-07-01 7 99468423.99 102528956.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6437 N/A 3142GXEK9 2056-04-01 5.5 37663336.08 36368152.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7156 N/A 3142GX5S2 2056-08-01 5.5 7583798.82 7324892.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6113 N/A 3142GWYK9 2056-02-01 5 45479862.71 42374123.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6059 N/A 3142GWWV7 2056-02-01 5.5 46229415.46 44530602.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5576 N/A 3142GWFS3 2055-12-01 6 19782098.79 19583097.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2448 N/A 3142GSWJ3 2054-10-01 5.5 45893425.80 44437069.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSL2928 N/A 31427QHE5 2055-01-01 7 36395054.51 37514889.90 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSL1489 N/A 31427NUP2 2055-04-01 7 15540033.74 16018214.40 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY6331 N/A 31426RA92 2055-06-01 7 9692294.31 10003978.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0428 N/A 31418MPN6 2039-10-01 5.5 784716.18 776257.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5163 N/A 31418EWZ9 2053-10-01 4.5 14846311.51 13480376.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA2814 N/A 31418CDU5 2046-11-01 3.5 1339996.10 1156911.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA2778 N/A 31418CCQ5 2046-10-01 3.5 4343864.12 3750333.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA2712 N/A 31418CAN4 2046-08-01 3.5 2882065.78 2488255.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1621 N/A 3140Y7YT9 2055-12-01 5 65467607.98 61064111.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1475 N/A 3140Y7T99 2055-11-01 6.5 18717349.17 19059148.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1365 N/A 3140Y7QT8 2055-10-01 6 49490.54 49235.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1798 N/A 3140Y77L6 2056-01-01 5 56333087.44 52614696.82 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS7809 N/A 3140XPVB2 2054-02-01 7 8581181.54 8845232.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0012 N/A 3140XFAN1 2045-04-01 2.5 1292325.10 1082861.03 Agency Mortgage-Backed Securities GNMA GNII SF DU8068 C N/A 3618WK6D3 2056-08-20 8 935411.25 969076.18 Agency Mortgage-Backed Securities GNMA GNII SF DS4353 C N/A 3618VQZS6 2056-07-20 6.5 1020688.23 1052936.99 Agency Mortgage-Backed Securities GNMA GNII ET DI9482 C N/A 3618NTRB5 2065-04-20 6.5 1507566.45 1522936.26 Agency Mortgage-Backed Securities GNMA GNII ET DI6471 C N/A 3618NQFL2 2065-04-20 6.5 281503.21 284200.89 Agency Mortgage-Backed Securities GNMA GNII ET DI2661 C N/A 3618NK5W2 2065-03-20 6.5 216625.80 218701.75 Agency Mortgage-Backed Securities GNMA GNII ET DI2632 C N/A 3618NK4R4 2065-03-20 6.5 14386416.34 14524282.97 Agency Mortgage-Backed Securities GNMA GNII JM MB1061 M N/A 3618N6FB8 2056-04-20 6.5 6103376.69 6103725.27 Agency Mortgage-Backed Securities GNMA GNII JM MB0354 M N/A 3618N5MC0 2055-05-20 6 1399678.07 1368721.85 Agency Mortgage-Backed Securities GNMA GNII SF DQ9691 C N/A 3618N3XU3 2056-04-20 6.5 2165194.71 2231941.41 Agency Mortgage-Backed Securities GNMA GNII SF DQ9689 C N/A 3618N3XS8 2056-04-20 6.5 1830232.29 1886682.34 Agency Mortgage-Backed Securities GNMA GNII SF DQ9642 C N/A 3618N3WB6 2056-02-20 7 5466133.56 5774466.61 Agency Mortgage-Backed Securities GNMA GNII SF DP0286 C N/A 3618MEJ77 2056-03-20 6.5 6412760.83 6689145.12 Agency Mortgage-Backed Securities GNMA GNII SF DM8939 C N/A 3618LY4Y1 2056-03-20 6.5 704.78 720.31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7335 N/A 3140XBEH9 2046-05-01 2 12221423.30 9474415.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM7356 N/A 3140XBE63 2047-01-01 3 16483314.77 14327192.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4915 N/A 3140X8N94 2050-11-01 2.5 23146660.22 18483855.54 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA6332 N/A 3140W7BA7 2056-07-01 7 15429954.22 15928586.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4128 N/A 3140W4SS7 2055-12-01 4.5 2318883.54 2106112.06 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA4417 N/A 3140W44B0 2055-09-01 7 8229560.08 8548717.97 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA1087 N/A 3140W1F57 2051-01-01 2 25084136.64 18966093.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1788 N/A 3140W17A5 2055-06-01 5.5 32476524.17 31316480.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9612 N/A 3140QVVE1 2054-12-01 5.5 38605151.86 37312672.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9171 N/A 3140QVFM1 2054-09-01 6.5 29397052.82 30356605.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3267 N/A 3140QNTZ5 2052-04-01 3.5 34871324.57 29911207.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3531 N/A 3140QN4R0 2052-05-01 4 4832032.24 4286989.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 530338.72 425153.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7322 N/A 3140NQD47 2053-09-01 5.5 7072131.44 6858132.67 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF3276 N/A 3140BTUA1 2055-10-01 7 6860496.16 7073191.36 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD5489 N/A 3140B6C37 2055-04-01 7 7616054.46 7869409.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAH4429 N/A 3138A54P4 2041-02-01 4 1026977.58 946288.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 ZLSI2146 N/A 3133USL33 2053-10-01 7 8383475.58 8654914.83 Agency Mortgage-Backed Securities GNMA GNII ET DM5591 C N/A 3618LVF82 2065-09-20 7 10120244.20 10400088.07 Agency Mortgage-Backed Securities GNMA GNII SF DL2126 C N/A 3618LDLF9 2055-08-20 6.5 189228.80 193271.31 Agency Mortgage-Backed Securities GNMA GNII SF DL2120 C N/A 3618LDK94 2055-08-20 6.5 1604857.21 1637297.97 Agency Mortgage-Backed Securities GNMA GNII SF DL0507 C N/A 3618LBR42 2055-08-20 6.5 1549400.20 1590673.29 Agency Mortgage-Backed Securities GNMA GNII ET DJ1309 C N/A 3618KMN27 2065-03-20 7 299928.40 308221.99 Agency Mortgage-Backed Securities GNMA GNII ET DJ1248 C N/A 3618KML52 2065-05-20 7 14598492.01 15002167.89 Agency Mortgage-Backed Securities GNMA GNII SF DH8776 C N/A 3618KHXD3 2055-03-20 6.5 3306183.62 3419202.57 Agency Mortgage-Backed Securities GNMA GNII SF BW2731 C N/A 3617NUA89 2050-10-20 4 857065.29 746894.88 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 489.96 419.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS7317 N/A 3138WHDX7 2046-06-01 4 826038.70 746092.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4810 N/A 3140QQKY0 2052-09-01 4.5 17298919.99 15753434.48 Agency Mortgage-Backed Securities GNMA GNII SF BR0797 C N/A 3617LW3E2 2050-01-20 4 219239.87 191141.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA2744 N/A 31418CBN3 2046-09-01 3.5 2329016.83 2010794.98 Agency Mortgage-Backed Securities GNMA GNAR AF MA8110 M N/A 36179XAK2 2052-06-20 2.5 5423908.61 5207879.16 Agency Mortgage-Backed Securities GNMA GNII SF BS3213 C N/A 3617MDSA4 2050-02-20 4 286486.16 250163.21 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5099 N/A 3132DSUY6 2052-03-01 2.5 2766027.85 2202053.83 Agency Mortgage-Backed Securities GNMA GNII SF CZ1263 C N/A 3618GCML3 2054-04-20 7.5 6489223.32 6771586.74 Agency Mortgage-Backed Securities GNMA GNII SF CT5729 C N/A 3618BBLJ6 2053-08-20 7.5 465.95 488.27 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD4959 N/A 3132DSQL9 2052-03-01 2 23479867.65 17838620.73 Agency Mortgage-Backed Securities GNMA GNII ET DE0885 C N/A 3618J56W9 2064-09-20 7 6996159.71 7186496.46 Agency Mortgage-Backed Securities GNMA GNII SF MA6767 M N/A 36179VQU7 2050-07-20 3.5 5073661.60 4377288.58 Agency Mortgage-Backed Securities GNMA GNII SF DT8313 C N/A 3618W8GW7 2056-08-20 6.5 3337283.44 3477593.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1291 N/A 3140W1NH2 2055-04-01 5 29521101.62 27718654.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7428 N/A 31426SHE2 2055-07-01 6 13761508.10 13660929.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 113066.66 96864.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6640 N/A 3130G6HS3 2056-09-01 5.5 819930.41 788402.08 Agency Mortgage-Backed Securities GNMA GNII SF DI3138 C N/A 3618NLPX6 2055-03-20 6 5319010.11 5315421.56 Agency Mortgage-Backed Securities GNMA GNII SF DG7423 C N/A 3618K4G82 2055-02-20 7.5 6097935.48 6544210.85 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CTFA1839 N/A 3140W2BH3 2045-03-01 7 9624307.94 9939204.60 Agency Mortgage-Backed Securities GNMA GNII SF DL0499 C N/A 3618LBRU4 2055-08-20 6.5 1612010.36 1649285.05 Agency Mortgage-Backed Securities GNMA GNII SF DR7747 C N/A 3618VGTC0 2056-04-20 4.5 804787.53 714917.71 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD6999 N/A 3132DUX44 2054-11-01 7 18750979.02 19327925.81 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC0909 N/A 3140Y7AK4 2055-08-01 7 8605525.96 8986689.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3577 N/A 3142GT6P6 2055-03-01 5.5 30330304.91 29305157.46 Agency Mortgage-Backed Securities GNMA GNII SF DP0288 C N/A 3618MEJ93 2056-03-20 7.5 1684521.20 1816529.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0332 N/A 31427MLN9 2055-02-01 5.5 9174562.16 8868026.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9452 N/A 3140QVQE7 2054-11-01 4.5 53856120.02 49146294.61 Agency Mortgage-Backed Securities GNMA GNII SF MB0148 M N/A 3618N5EW5 2055-01-20 6 273841.06 272976.08 Agency Mortgage-Backed Securities GNMA GNII ET DG6072 C N/A 3618K2W96 2065-03-20 6.5 799738.72 807892.14 Agency Mortgage-Backed Securities GNMA GNII SF BP5594 C N/A 3617LCGB8 2049-10-20 4 508002.88 443726.91 Agency Mortgage-Backed Securities GNMA GNII ET DI4090 C N/A 3618NMRK0 2065-05-20 6.5 2061027.26 2080778.31 Agency Mortgage-Backed Securities GNMA GNII ET DL5108 C N/A 3618LGU96 2065-10-20 5.5 7911333.51 7598041.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6134 N/A 3142GWY86 2056-02-01 6 17204857.58 17129884.53 Agency Mortgage-Backed Securities GNMA GNII SF DQ9690 C N/A 3618N3XT6 2056-04-20 6.5 2811319.71 2898009.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0803 N/A 3142JN3M6 2055-12-01 5.5 10861100.23 10443116.83 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-01 2026-10-01 2026-10-01 N N N .0395 1240449000.00 1240449000.00 .0070 N Y Y N Fixed Income Clearing Corporation ("FICC") - NATIXIS Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO, 3.890%, 10/1/2026 3.890 922URB006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION NATIXIS N UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 48818360.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 48818360.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 48818360.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 48818360.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 48818360.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2031 N/A 91282CKW0 2031-06-30 4.25 50000000.00 48818360.00 U.S. Treasuries (including strips) UST - 3.5000 - 11/15/2028 N/A 91282CPK1 2028-11-15 3.5 50000000.00 49248045.00 U.S. Treasuries (including strips) UST - 3.5000 - 11/15/2028 N/A 91282CPK1 2028-11-15 3.5 50000000.00 49248045.00 U.S. Treasuries (including strips) UST - 3.5000 - 11/15/2028 N/A 91282CPK1 2028-11-15 3.5 50000000.00 49248045.00 U.S. Treasuries (including strips) UST - 3.5000 - 11/15/2028 N/A 91282CPK1 2028-11-15 3.5 50000000.00 49248045.00 U.S. Treasuries (including strips) UST - 3.5000 - 11/15/2028 N/A 91282CPK1 2028-11-15 3.5 50000000.00 49248045.00 U.S. Treasuries (including strips) UST - 3.5000 - 11/15/2028 N/A 91282CPK1 2028-11-15 3.5 50000000.00 49248045.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 49607420.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 49607420.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 49607420.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 49607420.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 49607420.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 49607420.00 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2035 N/A 91282CNT4 2035-08-15 4.25 50000000.00 46798830.00 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2035 N/A 91282CNT4 2035-08-15 4.25 50000000.00 46798830.00 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2035 N/A 91282CNT4 2035-08-15 4.25 50000000.00 46798830.00 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2035 N/A 91282CNT4 2035-08-15 4.25 50000000.00 46798830.00 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2035 N/A 91282CNT4 2035-08-15 4.25 50000000.00 46798830.00 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2035 N/A 91282CNT4 2035-08-15 4.25 50000000.00 46798830.00 U.S. Treasuries (including strips) UST - 2.3750 - 03/31/2029 N/A 91282CEE7 2029-03-31 2.375 50000000.00 46988280.00 U.S. Treasuries (including strips) UST - 2.3750 - 03/31/2029 N/A 91282CEE7 2029-03-31 2.375 50000000.00 46988280.00 U.S. Treasuries (including strips) UST - 2.3750 - 03/31/2029 N/A 91282CEE7 2029-03-31 2.375 50000000.00 46988280.00 U.S. Treasuries (including strips) UST - 2.3750 - 03/31/2029 N/A 91282CEE7 2029-03-31 2.375 50000000.00 46988280.00 U.S. Treasuries (including strips) UST - 2.3750 - 03/31/2029 N/A 91282CEE7 2029-03-31 2.375 50000000.00 46988280.00 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 49538516.31 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 49538516.31 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 49538516.31 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 49538516.31 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 49538516.31 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 48155911.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 48155911.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 48155911.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 48155911.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 48155911.58 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 48144530.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 48144530.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 48144530.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 48144530.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2031 N/A 91282CKF7 2031-03-31 4.125 50000000.00 48144530.00 U.S. Treasuries (including strips) UST - 0.5000 - 05/31/2027 N/A 912828ZS2 2027-05-31 0.5 50000000.00 48798178.33 U.S. Treasuries (including strips) UST - 0.5000 - 05/31/2027 N/A 912828ZS2 2027-05-31 0.5 50000000.00 48798178.33 U.S. Treasuries (including strips) UST - 0.5000 - 05/31/2027 N/A 912828ZS2 2027-05-31 0.5 50000000.00 48798178.33 U.S. Treasuries (including strips) UST - 0.5000 - 05/31/2027 N/A 912828ZS2 2027-05-31 0.5 50000000.00 48798178.33 U.S. Treasuries (including strips) UST - 0.5000 - 05/31/2027 N/A 912828ZS2 2027-05-31 0.5 50000000.00 48798178.33 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 47771485.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 47771485.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 47771485.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 47771485.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 47771485.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50201170.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50201170.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50201170.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 50201170.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/15/2027 N/A 91282CLX7 2027-11-15 4.125 50000000.00 50458982.50 U.S. Treasuries (including strips) UST - 4.1250 - 11/15/2027 N/A 91282CLX7 2027-11-15 4.125 50000000.00 50458982.50 U.S. Treasuries (including strips) UST - 4.1250 - 11/15/2027 N/A 91282CLX7 2027-11-15 4.125 50000000.00 50458982.50 U.S. Treasuries (including strips) UST - 4.1250 - 11/15/2027 N/A 91282CLX7 2027-11-15 4.125 50000000.00 50458982.50 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 48296875.00 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 48296875.00 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 48296875.00 U.S. Treasuries (including strips) UST - 4.1250 - 05/31/2032 N/A 91282CNF4 2032-05-31 4.125 50000000.00 48296875.00 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2032 N/A 91282CNZ0 2032-09-30 3.875 50000000.00 46820310.00 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2032 N/A 91282CNZ0 2032-09-30 3.875 50000000.00 46820310.00 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2032 N/A 91282CNZ0 2032-09-30 3.875 50000000.00 46820310.00 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2032 N/A 91282CNZ0 2032-09-30 3.875 50000000.00 46820310.00 U.S. Treasuries (including strips) UST - 3.5000 - 02/15/2033 N/A 91282CGM7 2033-02-15 3.5 50000000.00 45794920.00 U.S. Treasuries (including strips) UST - 3.5000 - 02/15/2033 N/A 91282CGM7 2033-02-15 3.5 50000000.00 45794920.00 U.S. Treasuries (including strips) UST - 3.5000 - 02/15/2033 N/A 91282CGM7 2033-02-15 3.5 50000000.00 45794920.00 U.S. Treasuries (including strips) UST - 3.5000 - 02/15/2033 N/A 91282CGM7 2033-02-15 3.5 50000000.00 45794920.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2033 N/A 91282CRC7 2033-07-31 4.375 50000000.00 48132131.90 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2033 N/A 91282CRC7 2033-07-31 4.375 50000000.00 48132131.90 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2033 N/A 91282CRC7 2033-07-31 4.375 50000000.00 48132131.90 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2033 N/A 91282CRC7 2033-07-31 4.375 50000000.00 48132131.90 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 46267580.00 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 46267580.00 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 46267580.00 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 46267580.00 U.S. Treasuries (including strips) UST - 1.5000 - 01/31/2027 N/A 912828Z78 2027-01-31 1.5 50000000.00 49663380.65 U.S. Treasuries (including strips) UST - 1.5000 - 01/31/2027 N/A 912828Z78 2027-01-31 1.5 50000000.00 49663380.65 U.S. Treasuries (including strips) UST - 1.5000 - 01/31/2027 N/A 912828Z78 2027-01-31 1.5 50000000.00 49663380.65 U.S. Treasuries (including strips) UST - 1.5000 - 01/31/2027 N/A 912828Z78 2027-01-31 1.5 50000000.00 49663380.65 U.S. Treasuries (including strips) UST - 4.1250 - 02/28/2027 N/A 91282CMP3 2027-02-28 4.125 50000000.00 50135770.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/28/2027 N/A 91282CMP3 2027-02-28 4.125 50000000.00 50135770.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/28/2027 N/A 91282CMP3 2027-02-28 4.125 50000000.00 50135770.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/28/2027 N/A 91282CMP3 2027-02-28 4.125 50000000.00 50135770.41 U.S. Treasuries (including strips) UST - 2.2500 - 08/15/2027 N/A 9128282R0 2027-08-15 2.25 50000000.00 49144530.00 U.S. Treasuries (including strips) UST - 2.2500 - 08/15/2027 N/A 9128282R0 2027-08-15 2.25 50000000.00 49144530.00 U.S. Treasuries (including strips) UST - 2.2500 - 08/15/2027 N/A 9128282R0 2027-08-15 2.25 50000000.00 49144530.00 U.S. Treasuries (including strips) UST - 2.2500 - 08/15/2027 N/A 9128282R0 2027-08-15 2.25 50000000.00 49144530.00 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2029 N/A 91282CKD2 2029-02-28 4.25 50000000.00 49394854.97 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2029 N/A 91282CKD2 2029-02-28 4.25 50000000.00 49394854.97 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2029 N/A 91282CKD2 2029-02-28 4.25 50000000.00 49394854.97 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2029 N/A 91282CKD2 2029-02-28 4.25 50000000.00 49394854.97 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 47791271.63 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 47791271.63 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 47791271.63 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 47791271.63 U.S. Treasuries (including strips) UST - 3.3750 - 05/15/2033 N/A 91282CHC8 2033-05-15 3.375 50000000.00 46632812.50 U.S. Treasuries (including strips) UST - 3.3750 - 05/15/2033 N/A 91282CHC8 2033-05-15 3.375 50000000.00 46632812.50 U.S. Treasuries (including strips) UST - 3.3750 - 05/15/2033 N/A 91282CHC8 2033-05-15 3.375 50000000.00 46632812.50 U.S. Treasuries (including strips) UST - 3.3750 - 05/15/2033 N/A 91282CHC8 2033-05-15 3.375 50000000.00 46632812.50 U.S. Treasuries (including strips) UST - 3.3750 - 11/30/2027 N/A 91282CPL9 2027-11-30 3.375 50000000.00 49802735.00 U.S. Treasuries (including strips) UST - 3.3750 - 11/30/2027 N/A 91282CPL9 2027-11-30 3.375 50000000.00 49802735.00 U.S. Treasuries (including strips) UST - 3.3750 - 11/30/2027 N/A 91282CPL9 2027-11-30 3.375 50000000.00 49802735.00 U.S. Treasuries (including strips) UST - 3.7500 - 05/15/2028 N/A 91282CND9 2028-05-15 3.75 50000000.00 49859375.00 U.S. Treasuries (including strips) UST - 3.7500 - 05/15/2028 N/A 91282CND9 2028-05-15 3.75 50000000.00 49859375.00 U.S. Treasuries (including strips) UST - 3.7500 - 05/15/2028 N/A 91282CND9 2028-05-15 3.75 50000000.00 49859375.00 U.S. Treasuries (including strips) UST - 3.5000 - 12/15/2028 N/A 91282CPP0 2028-12-15 3.5 50000000.00 49035052.02 U.S. Treasuries (including strips) UST - 3.5000 - 12/15/2028 N/A 91282CPP0 2028-12-15 3.5 50000000.00 49035052.02 U.S. Treasuries (including strips) UST - 3.5000 - 12/15/2028 N/A 91282CPP0 2028-12-15 3.5 50000000.00 49035052.02 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 N/A 91282CLN9 2029-09-30 3.5 38915300.00 37310043.88 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 5500000000.00 5500000000.00 .0310 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC, REPO, 3.900%, 10/1/2026 3.900 930LFD005 5493004GRDTUI7EMIZ82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.000 CLDH0851 N/A 3140UF5M2 2056-06-01 5 1870177.07 1747100.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDG9677 N/A 3140UDXF1 2041-05-01 6 994152.50 1006341.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9556 N/A 3140UDTN9 2056-05-01 6 2152.14 2136.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9259 N/A 3140UDJD2 2056-06-01 5.5 997506.78 964551.70 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8578 N/A 3140UCQ87 2056-04-01 4.79 8143459.41 7923778.28 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8576 N/A 3140UCQ61 2056-04-01 4.665 1949.13 1882.44 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8573 N/A 3140UCQ38 2056-04-01 3.936 4272555.21 4023801.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7438 N/A 3140UBHQ9 2056-09-01 5 2236594.02 2101228.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG7141 N/A 3140UA5B7 2056-04-01 6.5 1020785.49 1054167.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4930 N/A 3140U8PQ7 2056-05-01 5 1068540.03 1011193.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2449 N/A 3140U5WK8 2056-07-01 6 2134746.15 2116129.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG2664 N/A 3140U56A9 2056-02-01 4.5 986949.24 902638.12 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG0964 N/A 3140U4CA5 2056-01-01 5.324 690498.94 685383.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2929 N/A 3140QNHF2 2052-02-01 3 976641.61 811769.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6801 N/A 3140QERX2 2050-08-01 2.5 120078.41 95786.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4185 N/A 3140QBUK2 2049-09-01 4.5 3026.11 2762.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4037 N/A 3140QBPX0 2049-05-01 4.5 220174.28 202129.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0849 N/A 3140N45K9 2053-01-01 5.5 4545.59 4402.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR9104 N/A 3140L8DJ6 2051-05-01 2.5 47396.52 38073.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ8429 N/A 3140KULK6 2050-12-01 2 174294.21 134826.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBO7592 N/A 3140K3NJ7 2050-01-01 4.5 435155.39 394865.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM2006 N/A 3140J6GQ4 2048-01-01 4 868.09 777.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2913 N/A 3140BTGX7 2055-11-01 6.5 2589.80 2653.91 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB701043 N/A 31400XZG6 2033-04-01 5.761 71.47 73.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 RE668366 N/A 31391JQT0 2032-11-01 5.5 8879.18 8796.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CZ257393 N/A 31371N3A1 2048-09-01 6.5 14583.21 14530.62 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL251569 N/A 31371GMS6 2028-03-01 7 3.10 3.20 Agency Mortgage-Backed Securities FMAC FMAR 1B7562 G N/A 3128QPYJ5 2037-11-01 5.7 1819.57 1851.33 Agency Mortgage-Backed Securities FMAC FMAR 8C1507 G N/A 3142BBU81 2056-07-01 4.803 1908.67 1851.50 Agency Mortgage-Backed Securities FMAC FMAR 8C1447 G N/A 3142BBTC4 2056-05-01 4.604 16673664.80 16061554.19 Agency Mortgage-Backed Securities FMAC FMAR 8C1445 G N/A 3142BBTA8 2056-03-01 4.661 1031.42 994.06 Agency Mortgage-Backed Securities FMAC FMAR 8C1396 G N/A 3142BBRR3 2056-03-01 4.747 7318433.22 7085787.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTAE0594 N/A 31419AUU9 2027-07-01 6 2133.87 2141.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5584 N/A 31418FF28 2055-01-01 4.5 193289.08 174766.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5248 N/A 31418EZN3 2054-01-01 6.5 203404.22 206212.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 795.08 744.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 33130.83 31123.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4916 N/A 31418EPA2 2053-02-01 4 4504.24 3966.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3991 N/A 31418DNH1 2050-04-01 3 72284.48 59873.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA3788 N/A 31418DF64 2039-09-01 2.5 3020.65 2655.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3747 N/A 31418DEV0 2049-08-01 4.5 16452.98 15058.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3356 N/A 31418CWS9 2048-05-01 3.5 22335.47 19342.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3286 N/A 31418CUL6 2028-02-01 3 115.99 114.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRMA1664 N/A 31418AZ68 2043-11-01 4.5 109444.83 101932.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1547 N/A 31418AWH7 2043-08-01 4 46427.50 42138.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL984281 N/A 31415MM69 2038-05-01 6 34928.35 35549.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CICC3103 N/A 3140Y9NV2 2041-07-01 5.5 2804.60 2794.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6693 N/A 3140XNNK6 2051-05-01 2 5244278.81 4044760.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4705 N/A 3140XLGP7 2053-05-01 6 1903.11 1894.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3275 N/A 3140XJT94 2052-04-01 3 704152.71 580039.93 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2989 N/A 3140XJKB8 2037-08-01 2 604.21 533.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1831 N/A 3140XHA98 2052-05-01 4 636.49 565.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0551 N/A 3140XFTH4 2052-02-01 2.5 459449.87 369886.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0408 N/A 3140XFN23 2052-01-01 3 240583.44 201521.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8248 N/A 3140XCEW4 2051-08-01 2.5 62806.97 50617.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM6304 N/A 3140XAAE2 2034-10-01 4 989.09 956.30 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3769 N/A 3140X7FK0 2035-07-01 2.5 722.72 653.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3098 N/A 3140X6NQ0 2030-08-01 3.5 .06 .07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6723 N/A 3140W7PH7 2056-08-01 5.5 5180629.44 4971205.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6710 N/A 3140W7N48 2051-05-01 4 24876361.54 22286762.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5445 N/A 3140W6BP6 2056-04-01 6 6826.32 6794.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4508 N/A 3140W5AJ3 2054-05-01 4 1082064.24 949478.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0442 N/A 3140W0P41 2054-11-01 3.5 5631.91 4789.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI6923 N/A 3140V1VR2 2056-09-01 6.5 1001194.86 1030110.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI5818 N/A 3140V0PC4 2056-10-01 6 1479205.61 1468005.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI4164 N/A 3140UXTW5 2056-10-01 6 3826.71 3789.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4146 N/A 3140UXTC9 2056-10-01 5.5 2602574.93 2506687.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI4034 N/A 3140UXPU3 2056-09-01 5.5 1471778.92 1419580.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 16267.46 13860.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7963 N/A 3140QFZ51 2050-11-01 2.5 3731530.60 2966805.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4802 N/A 31418EKQ2 2052-11-01 3 1620.98 1335.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL918511 N/A 31411YN41 2037-05-01 6 14365.71 14417.29 Agency Mortgage-Backed Securities FMAC 05.500 FGPC C91179 G N/A 3128P7JY0 2028-03-01 5.5 2168.65 2179.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE8023 N/A 31419J4H8 2040-11-01 5 70884.27 67421.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5583 N/A 31417CFZ3 2042-07-01 3.5 39528.39 35483.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA5368 N/A 3140QC6E1 2050-03-01 4 17528.05 15596.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8065 N/A 3140XP6B0 2054-03-01 5.5 409065.71 397125.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8045 N/A 3140QF5F2 2050-12-01 2.5 236892.20 188533.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5089 N/A 31418EUP3 2053-07-01 4 1545.01 1359.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 1260.29 1218.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 312210.18 284899.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM6147 N/A 3140X9ZM0 2036-02-01 2 15763.20 13967.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9439 N/A 3140XRPZ2 2054-11-01 3.5 832.88 708.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0273 N/A 3140XFJT9 2051-12-01 2.5 175980.23 141897.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3056 N/A 3140XJME0 2052-10-01 2 491417.44 369625.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB2495 N/A 3140ABXZ3 2054-05-01 6 517231.31 512746.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM0076 N/A 3140X3CN6 2050-03-01 3 41848.61 34773.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6692 N/A 3140XNNJ9 2051-04-01 2 4252701.83 3283133.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBA7743 N/A 3140ECS91 2046-07-01 3 213529.73 181754.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2324 N/A 3140U5SN7 2056-03-01 5 84658.36 78899.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG2497 N/A 3140U5X35 2056-08-01 6.5 1712279.07 1760632.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI6897 N/A 3140V1UX0 2056-09-01 6 2708187.37 2687681.88 Agency Mortgage-Backed Securities FMAC FMAR 8C1555 G N/A 3142BBWQ9 2056-07-01 4.695 5509398.46 5320200.67 Agency Mortgage-Backed Securities GNMA GNRM 2026-090 CB N/A 38385SSQ7 2056-05-20 5 19476285.40 17582523.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-140 MU N/A 38381QDM0 2055-08-20 5 5550824.18 5190296.92 Agency Collateralized Mortgage Obligation FHLB FHOR 21-33 EN N/A 3130ALLZ5 2033-03-24 2 95667.78 81422.20 Agency Debentures and Agency Strips FHLB FHOR 21-36 BY N/A 3130AKWE2 2036-02-11 2 95667.78 74003.06 Agency Debentures and Agency Strips FHLB FHOR 21-28 TH N/A 3130AKUJ3 2028-01-28 1.25 133934.89 128134.81 Agency Debentures and Agency Strips FNMA FNAR XX.XXX SODH5998 N/A 3140UMUY3 2056-06-01 5.175 2938.60 2888.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0086 N/A 3140UTCY8 2056-08-01 6.5 1111150.78 1134996.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6624 N/A 3140UNLE5 2056-08-01 5.5 1265055.28 1231280.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1784 N/A 3140QL6W1 2051-10-01 2.5 237238.44 188614.74 Agency Mortgage-Backed Securities FMAC FMAR 8C1370 G N/A 3142BBQX1 2056-03-01 4.73 4403692.66 4266959.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI0875 N/A 3140UT6M1 2056-06-01 4.5 1493249.10 1352758.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7916 N/A 3140UBYN7 2056-04-01 5 2257490.95 2131055.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4088 N/A 3140UKRJ4 2056-08-01 5.5 1043344.61 1003600.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI4765 N/A 3140UYJK0 2056-09-01 6.5 1039922.14 1055509.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4401 N/A 3140UK3K7 2056-07-01 5 4773.71 4469.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8010 N/A 3140BY3U6 2056-06-01 5 2367735.13 2230323.09 Agency Mortgage-Backed Securities FMAC FMAR 8C1508 G N/A 3142BBU99 2056-06-01 4.399 1219178.92 1163366.90 Agency Mortgage-Backed Securities FMAC FMAR 8C1487 G N/A 3142BBUL2 2056-06-01 4.804 2335500.13 2264194.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4627 N/A 3140W5D92 2050-04-01 4 4529630.52 4072188.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3380 N/A 3140U6XJ8 2056-04-01 5 1570642.46 1485112.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6573 N/A 3140UNJT5 2056-07-01 5.5 2092339.56 2013179.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDI3657 N/A 3140UXB38 2056-08-01 4.5 2075814.23 1888119.11 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI3540 N/A 3140UW5A1 2056-08-01 4.584 5810920.36 5602183.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2193 N/A 3140UVNK1 2056-08-01 5 955.73 893.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0090 N/A 3140UTC44 2056-08-01 5 1400214.58 1310786.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0042 N/A 3140UTBL7 2056-08-01 6 2561856.85 2543140.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH6887 N/A 3140UNUM7 2041-07-01 5 3547087.21 3454546.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6229 N/A 3140UM4P1 2056-07-01 6 1266741.41 1267902.17 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODH2139 N/A 3140UHLV0 2056-07-01 5.082 1843958.66 1812059.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0750 N/A 3140UFZQ0 2056-06-01 6 1017907.82 1015678.95 Agency Mortgage-Backed Securities USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 37559265.22 36624790.70 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 68902325.25 68127564.29 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 617598837.62 599410551.86 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 95.67 94.83 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-10-01 2026-10-01 2026-10-01 N N N .0395 861010000.00 861010000.00 .0049 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC, REPO, 3.900%, 10/1/2026 3.900 930NXW009 VYVVCKR63DVZZN70PB21 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 07.000 CLZJ5502 N/A 3131WWDF8 2031-11-01 7 28.10 28.96 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZJ0919 N/A 3131WRAU9 2040-12-01 4.5 24.02 22.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI5238 N/A 3131WHZB6 2036-09-01 6.5 283.31 291.27 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN3627 N/A 3133GAA48 2035-09-01 2 5770.40 5110.07 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8151 N/A 3132DWBU6 2051-06-01 2.5 2579.98 2046.93 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8139 N/A 3132DWBG7 2051-04-01 1.5 12334.83 8837.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8157 N/A 3132DWB28 2051-07-01 3 2140.91 1771.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5527 N/A 3133WQD83 2041-05-01 4 315312.21 293720.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO6287 N/A 3133WQ6Y4 2041-09-01 5.5 34127.78 34086.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO6241 N/A 3133WQ5A7 2041-09-01 5.5 81104.46 80594.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO6232 N/A 3133WQ4R1 2041-09-01 5.5 96453.83 95883.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO6226 N/A 3133WQ4K6 2041-09-01 5 81189.17 79483.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5170 N/A 3133WPW76 2041-03-01 5 61899.25 60562.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5131 N/A 3133WPVY8 2041-03-01 4.5 68142.87 65101.25 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8113 N/A 3132DWAN3 2050-12-01 2 606.33 459.37 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8129 N/A 3132DWA60 2051-02-01 2.5 28996.85 23102.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7512 N/A 3132DVKZ7 2050-02-01 3 12261.55 10239.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7505 N/A 3132DVKS3 2049-08-01 4.5 18518.81 17107.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7403 N/A 3132DVGL3 2054-11-01 4.5 12299.26 11150.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8092 N/A 3132DV7D1 2050-09-01 3 1616.37 1334.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB6260 N/A 3142K75W5 2056-06-01 4.5 35294.27 31957.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4932 N/A 3142K6PS4 2056-06-01 5 158838.07 147829.61 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB4603 N/A 3142K6DH1 2056-06-01 7 35684.30 37415.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4354 N/A 3142K5ZU0 2056-06-01 5 447170.35 416967.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4043 N/A 3142K5P56 2056-04-01 4.5 51882.93 46938.33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3825 N/A 3142K5HB2 2056-03-01 4.5 33013.11 30076.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3655 N/A 3142K5BZ5 2056-05-01 5 95833.66 89191.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3629 N/A 3142K5A78 2056-05-01 4.5 75606.33 68320.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3192 N/A 3142K4RN8 2056-05-01 5 109913.34 102295.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2556 N/A 3142K3ZW1 2056-05-01 5 559341.26 520629.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2284 N/A 3142K3RE0 2056-05-01 6.5 62580.08 63554.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2279 N/A 3142K3Q92 2056-05-01 6.5 64424.07 65390.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB0386 N/A 3142K1NC2 2056-04-01 6.5 33742.34 34280.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0290 N/A 3142K1KC5 2056-04-01 5 267181.20 248651.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB0241 N/A 3142K1HT2 2056-04-01 6.5 46990.73 47902.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA9445 N/A 3142JYP71 2056-04-01 6.5 65329.94 66371.70 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 331.21 274.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD6953 N/A 3132DUWN3 2054-09-01 6.5 429115.93 437193.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 502272.29 456437.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD6648 N/A 3132DUL54 2052-06-01 3 29.70 24.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6568 N/A 3132DUJM0 2054-10-01 6 42704.90 42506.85 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD6077 N/A 3132DTXE5 2052-10-01 4 21380.44 18930.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5058 N/A 3132DSTP7 2054-03-01 5.5 39046.58 37766.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4965 N/A 3132DSQS4 2054-02-01 5.5 4607.93 4453.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4668 N/A 3132DSFH0 2053-10-01 6 29311.00 29207.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3427 N/A 3132DQYY6 2053-08-01 6 20302.53 20270.67 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5134 N/A 3133WPV36 2041-03-01 4 186933.12 174116.65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4996 N/A 3133WPRR8 2041-03-01 4.5 71786.97 68461.65 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4849 N/A 3133WPL60 2041-01-01 4 102688.82 95660.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4785 N/A 3133WPJ63 2041-01-01 6 29610.00 29913.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4731 N/A 3133WPHG3 2041-01-01 4.5 56708.76 54124.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4660 N/A 3133WPE92 2040-12-01 4.5 42001.47 40025.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO4614 N/A 3133WPDT9 2040-11-01 5.5 11690.64 11620.22 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5378 N/A 3133WP6P5 2041-05-01 4.5 47695.91 45611.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5285 N/A 3133WP2S3 2041-04-01 4.5 72687.20 69510.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4217 N/A 3133WNVJ6 2040-09-01 6 44155.90 44753.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL3164 N/A 3131XJQR6 2042-06-01 4 27186.90 24961.11 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8171 N/A 3132DWCG6 2051-10-01 1.5 4258.47 3050.25 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZI8519 N/A 3131WMPC4 2039-02-01 4.5 1472.58 1380.38 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB8975 N/A 3133AF6L0 2051-03-01 2 2094.04 1607.01 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4071 N/A 3133KKQY8 2050-12-01 2.5 29305.41 23311.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9281 N/A 3142JYJ37 2056-03-01 5 53633.98 49916.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9857 N/A 3142JY5T5 2056-04-01 5 121377.26 112965.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8318 N/A 3142JXG40 2056-03-01 5 36800.63 34250.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTA7547 N/A 3142JWL53 2056-02-01 4 13000.33 11387.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7213 N/A 3142JWAP1 2056-02-01 5.5 110625.90 106508.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5966 N/A 3142GWTY5 2055-09-01 6 3165940.69 3123622.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5668 N/A 3142GWJN0 2056-01-01 4.5 880103.33 800197.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5630 N/A 3142GWHG7 2055-09-01 5.5 4733.37 4551.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5520 N/A 3142GWD22 2055-12-01 5.5 2120292.67 2053150.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS4507 N/A 3132A5AG0 2043-01-01 2.5 6060.86 5073.06 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM4546 N/A 3131XYBP3 2047-10-01 4 194381.00 174230.93 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8379 N/A 3132DWJY0 2053-10-01 4 1168.31 1026.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5171 N/A 3132DSW81 2054-01-01 2.5 10918.16 8638.17 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN6703 N/A 3133GDNU0 2036-06-01 2 6320.77 5604.53 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8716 N/A 3132A9VH7 2033-09-01 3.5 15221.73 14550.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8351 N/A 3132D6H45 2040-01-01 5 41.92 40.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1807 N/A 3132DPAG3 2052-07-01 4.5 10278.10 9379.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQN2195 N/A 3133G8NL1 2035-05-01 4.5 3534.23 3430.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF7011 N/A 3133BUYG6 2053-01-01 5 813624.57 763915.18 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQF0246 N/A 3133BMHX6 2052-09-01 4 5944.54 5240.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ7671 N/A 3133CYQY7 2054-11-01 6 5168.21 5099.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD0981 N/A 3133AXCS9 2051-11-01 3 112335.09 92616.53 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5334 N/A 3132DS4T6 2054-05-01 7 1535.91 1583.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 37951.91 35587.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIRC2555 N/A 3133L8ZU2 2037-03-01 2.5 75708.97 68058.12 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8073 N/A 3132D56J6 2035-11-01 1.5 4197.65 3642.71 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6136 N/A 3133KMY90 2051-10-01 2.5 11651.33 9113.01 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI3992 N/A 3133WANH7 2054-04-01 6.5 1613.46 1636.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA3595 N/A 3133KJ7G1 2050-09-01 3 132473.60 108704.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0093 N/A 3132D9C69 2040-10-01 2 3536.36 2994.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4779 N/A 3132A5JY2 2048-06-01 3 635.34 534.09 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC9251 N/A 3133AUH43 2051-10-01 2.5 1605.00 1261.12 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD4086 N/A 3132E0RF1 2052-08-01 3 2295.67 1913.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1819 N/A 3132DPAU2 2052-10-01 5.5 25530.16 24728.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 204698.75 197911.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2836 N/A 3142GTEJ1 2054-11-01 5 4797.30 4473.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRJ3598 N/A 3142GT7L4 2055-02-01 3 29219.85 23972.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2199 N/A 3142GSNR5 2054-08-01 5.5 1825584.92 1765104.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3145 N/A 31427QP71 2053-07-01 5 1084911.74 1036881.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2939 N/A 31427QHR6 2055-10-01 5.5 889.72 855.55 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL2844 N/A 31427QES7 2047-08-01 4 393538.17 360258.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2840 N/A 31427QEN8 2055-07-01 6.5 3252957.74 3298802.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2770 N/A 31427QCG5 2055-05-01 6.5 608.56 622.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1861 N/A 31427PB78 2055-05-01 6 2981.48 2973.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1518 N/A 31427NVL0 2054-12-01 5.5 388348.97 374619.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1197 N/A 31427NKK4 2055-05-01 5.5 2720839.43 2628656.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1191 N/A 31427NKD0 2055-05-01 6 36333.78 35971.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1763 N/A 31427N5Z8 2053-10-01 3 98027.06 80470.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0770 N/A 31427M2C4 2054-06-01 6 835673.31 829024.14 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQZ9887 N/A 31427K6Z3 2055-11-01 4 23759.10 20962.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6189 N/A 3130G5XT5 2056-09-01 6 47560.33 47489.10 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLSL2506 N/A 31427PYC2 2055-04-01 7.5 620110.33 652034.64 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL2334 N/A 31427PSY1 2052-02-01 2 42551.44 32789.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7826 N/A 3142JWVU7 2056-03-01 5 346611.12 322588.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5552 N/A 3142GWE21 2055-12-01 5 135228.17 126124.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1889 N/A 3130G07B4 2056-08-01 6 52089.35 51551.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4044 N/A 3133WNP53 2040-08-01 6 43368.63 43831.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7661 N/A 31426SQP7 2055-07-01 5.5 578977.97 556656.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6410 N/A 3142JVDQ8 2056-02-01 5 726602.71 679458.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4997 N/A 31427SRT7 2054-11-01 5.5 391108.08 377704.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5381 N/A 3133WP6S9 2041-05-01 5 63429.80 61763.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6269 N/A 3142K76F1 2056-06-01 5.5 51541.01 50554.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0115 N/A 3142JCDV9 2041-09-01 5 1124716.07 1094166.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 3282.35 3159.68 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL2310 N/A 31427PR89 2052-10-01 2 1574.16 1187.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO6284 N/A 3133WQ6V0 2041-09-01 5 35348.55 34581.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO3630 N/A 3133WNA75 2040-05-01 6 17290.34 17451.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQX2844 N/A 31425XES4 2055-01-01 4 90184.35 79346.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6277 N/A 3142K76P9 2056-06-01 5 47329.78 44152.52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0143 N/A 3142J6ER0 2056-08-01 4 1426704.51 1249696.45 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC6435 N/A 3130G6BD2 2056-10-01 7 38004.23 39372.04 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA7075 N/A 3133A12G6 2050-02-01 3 2673.90 2237.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA2416 N/A 31334YVH7 2049-09-01 3 3241.73 2746.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA0898 N/A 31334W7K1 2049-07-01 3 7283.65 6104.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4268 N/A 3132E0W57 2053-11-01 6 404966.55 400950.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0304 N/A 31425UKS3 2054-11-01 5 23243.69 21640.29 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0631 N/A 3132CWVY7 2037-03-01 3 11403.67 10407.57 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0442 N/A 3132CWP32 2035-10-01 2.5 43846.87 39962.03 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0301 N/A 3132CWKN3 2035-04-01 2.5 18683.59 17071.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0118 N/A 3132CWDX9 2034-11-01 2.5 884.39 809.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0821 N/A 3133W44E9 2056-08-01 6.5 81493.60 82869.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5276 N/A 3133LP2H9 2036-01-01 5 42275.98 41547.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CNRD0020 N/A 3133LJAV3 2035-08-01 6 8242.59 8362.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIRC2790 N/A 3133L9C35 2037-12-01 2.5 27670.72 24890.20 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIRC2517 N/A 3133L8YN9 2037-03-01 1.5 583.28 502.88 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2344 N/A 3133L8S97 2036-11-01 2 7058.17 6236.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTRB5412 N/A 3133L0AM4 2046-06-01 6.5 27317.96 27815.28 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0096 N/A 3132CWC93 2034-05-01 3.5 17.96 17.23 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB0816 N/A 3132CW3Z5 2037-06-01 1.5 983954.08 847089.35 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CNSA0034 N/A 3132CJBB8 2032-07-01 2 5029.25 4731.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT1955 N/A 3132AEE44 2049-05-01 3 31.58 26.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3VZT1165 N/A 3132ADJJ8 2043-01-01 3 125978.11 107884.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3TZT0906 N/A 3132ADAF5 2034-06-01 4.5 5693.52 5559.26 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0542 N/A 3132ACS76 2048-07-01 4 1954.72 1748.65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0231 N/A 3132ACHG8 2046-04-01 4.5 712.84 666.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT0032 N/A 3132ACA91 2047-05-01 3 2467.45 2094.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9972 N/A 3132ABCH3 2042-03-01 3 4246.40 3726.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9495 N/A 3132AARQ9 2045-10-01 3.5 821.49 723.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9848 N/A 3132AA5H3 2044-07-01 4.5 31850.55 30010.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9815 N/A 3132AA3Y8 2045-07-01 4.5 88.84 83.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS9778 N/A 3132AA2K9 2046-07-01 4 663.17 597.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4743 N/A 3132A5HU2 2047-11-01 3.5 555.94 481.95 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4579 N/A 3132A5CQ6 2044-08-01 4 24.56 22.29 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5145 N/A 3133KYWE5 2042-02-01 2 196759.39 163314.45 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA4916 N/A 31329NN95 2047-05-01 4 1053057.36 946751.45 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA2517 N/A 31329KYN8 2038-05-01 4.5 1278.64 1235.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTZA2100 N/A 31329KKM5 2028-12-01 5.5 19.66 19.74 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0973 N/A 31329JCJ4 2036-06-01 7 190.13 195.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN1241 N/A 3131Y7LW5 2048-11-01 4 115.11 102.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM2479 N/A 3131XVXG5 2047-01-01 4 19703.03 17698.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2276 N/A 3131XVQ57 2046-12-01 3 378.60 324.77 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4784 N/A 3133KLJ57 2051-03-01 2.5 7263.31 5821.35 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA4727 N/A 3133KLHC4 2051-03-01 2 3112.96 2344.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5276 N/A 3133KL2H9 2051-05-01 2.5 516.60 412.45 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA4245 N/A 3133KKWE5 2050-12-01 2 18491.46 14126.33 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4206 N/A 3133KKU72 2050-12-01 2.5 14085.70 11125.76 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4142 N/A 3133KKS75 2050-12-01 2.5 63109.56 50636.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA3607 N/A 3133KKAG4 2050-09-01 3 13792.05 11524.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3194 N/A 3133KJRP9 2050-08-01 2.5 244.95 195.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA3175 N/A 3133KJQ47 2050-07-01 3 9858.99 8115.59 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3089 N/A 3133KJNE8 2050-07-01 2.5 40.98 32.72 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA2790 N/A 3133KJC34 2050-06-01 2.5 7805.78 6218.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA2290 N/A 3133KHRK4 2050-01-01 4.5 23033.50 21095.11 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA2675 N/A 3133KH6L5 2050-06-01 2 393477.75 298217.22 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA2621 N/A 3133KH4E3 2050-05-01 4 191.47 170.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA1086 N/A 3133KGF37 2049-07-01 4.5 1195.99 1094.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CNQS0316 N/A 3133HMK57 2035-03-01 4 47690.60 44809.57 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN8514 N/A 3133GFN76 2036-11-01 2 4118.93 3639.32 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3759 N/A 3131XKE88 2042-09-01 3.5 38.87 34.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1377 N/A 3131XGQ68 2041-05-01 4.5 3465.39 3261.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1235 N/A 3131XGLQ9 2041-04-01 4.5 300.93 283.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIZK6679 N/A 3131XAM40 2029-05-01 4 1947.65 1927.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTA5503 N/A 3142JUDH0 2056-01-01 4 250163.85 219128.58 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLTA6209 N/A 3142JU3T5 2056-02-01 7.5 63709.31 66880.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA4644 N/A 3142JTES8 2056-01-01 6.5 35695.07 36651.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3890 N/A 3142JSKC8 2056-01-01 5.5 5561.11 5344.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3527 N/A 3142JR4M6 2056-01-01 5 115416.95 107440.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2082 N/A 3142JQJ42 2056-01-01 5.5 533667.77 512154.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0083 N/A 3142JCCV0 2041-05-01 4.5 1642280.72 1560646.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0064 N/A 3142JCCA6 2041-03-01 3.5 823863.78 751344.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0007 N/A 3142JCAH3 2040-07-01 4 21574.15 20091.84 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0169 N/A 3142J6FK4 2056-10-01 7 218707.22 225531.74 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0163 N/A 3142J6FD0 2056-10-01 4 3667307.62 3212312.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0146 N/A 3142J6EU3 2056-08-01 5.5 17375.78 16693.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0102 N/A 3142J6DG5 2056-03-01 5 224524.92 208964.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0124 N/A 3142J6D67 2056-06-01 3.5 3373.19 2868.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0085 N/A 3142J6CX9 2056-01-01 5.5 379705.51 364987.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0082 N/A 3142J6CU5 2056-01-01 4 274571.88 240555.78 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3225 N/A 3132DQSN7 2052-03-01 2.5 4115.20 3258.50 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3152 N/A 3132DQQD1 2052-02-01 3 1726.94 1426.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3084 N/A 3132DQM94 2053-06-01 6 77034.46 76510.19 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD2991 N/A 3132DQKC9 2051-09-01 2.5 17275.89 13819.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL5471 N/A 3131XMCG8 2043-04-01 3 568.27 495.98 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB1216 N/A 3132CXK50 2037-10-01 3.5 50174.52 45863.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8262 N/A 3132D6FB1 2038-09-01 5 23705.96 23084.98 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD9144 N/A 3133B7ER5 2052-03-01 3 70892.23 58801.11 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQF5938 N/A 3133BTS35 2053-01-01 2.5 754.07 594.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1027 N/A 3133BND83 2052-10-01 5 30107.25 28320.83 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6486 N/A 3133KNF32 2051-12-01 3 1651517.48 1363041.42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD3886 N/A 3132E0J78 2053-02-01 4.5 45739.88 41674.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC5857 N/A 3133AQQJ9 2051-08-01 3 1095589.09 904172.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA2117 N/A 3133KHK62 2050-02-01 3 428.98 358.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4536 N/A 3132DSBD3 2053-11-01 6 53815.60 53102.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0231 N/A 3132DMHG3 2050-01-01 3 102826.63 86369.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH9763 N/A 3133CNZ47 2054-01-01 6 10732.07 10590.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2693 N/A 3142GS7F9 2054-10-01 5 14788.65 13857.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0919 N/A 3142GRAV2 2054-02-01 5 8127.79 7597.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1761 N/A 3142GR5X4 2054-06-01 5 390376.33 365353.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0314 N/A 3142GQK43 2053-11-01 6 31833.72 31725.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6755 N/A 31427UQH9 2056-09-01 5 1277398.42 1189321.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6716 N/A 31427UPA5 2056-08-01 6.5 921661.26 951106.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6511 N/A 31427UGV9 2056-09-01 6 872494.93 865449.82 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB8596 N/A 3142KARS3 2056-07-01 7 314653.55 325641.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB8192 N/A 3142KAC67 2056-07-01 4.5 201772.60 182327.17 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB7889 N/A 3142K9XT7 2056-06-01 4 6440.31 5643.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB7819 N/A 3142K9VM4 2056-06-01 6.5 43464.79 44071.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7585 N/A 3142K9NB7 2056-07-01 5.5 55878.03 54311.58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8086 N/A 3132DV6X8 2050-08-01 4 85.38 75.94 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9826 N/A 3132AA4K7 2046-10-01 3 12670.05 10758.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE7533 N/A 3133BHLN4 2052-08-01 4.5 918.92 837.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1601 N/A 3132DNX65 2052-09-01 4.5 25783.76 23480.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD3097 N/A 3132DQNN2 2052-06-01 3.5 334.67 285.37 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM4196 N/A 3131XXUV1 2047-09-01 4 2089.04 1871.60 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD3165 N/A 3133B0QS5 2051-12-01 2 1412.44 1077.52 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC0887 N/A 3133AJ6Y4 2051-04-01 2 15311.94 11438.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5552 N/A 3133KMEZ4 2051-07-01 3 1347.86 1114.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS1674 N/A 3132A12F0 2037-03-01 5.5 30.26 29.70 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA3586 N/A 3133KJ6X5 2050-09-01 4 664.40 590.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1357 N/A 3132DNQJ5 2052-08-01 5 41132.13 38951.62 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4650 N/A 3132A5EX9 2046-02-01 3 66.59 56.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7554 N/A 3132DVMB8 2052-04-01 2.5 12851.72 10282.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2467 N/A 3132DPW46 2052-10-01 4.5 40785.84 37158.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6763 N/A 31427UQR7 2056-08-01 5 2264974.48 2108674.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3473 N/A 31427Q2F8 2055-11-01 6 1663627.92 1668261.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4395 N/A 3142GU3D3 2055-06-01 6.5 117716.80 121010.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO3500 N/A 3133WM3H3 2040-04-01 5.5 28033.33 27882.35 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL1601 N/A 31427NX79 2052-04-01 2.5 60235.94 48212.48 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA3882 N/A 3133KKJ34 2050-11-01 2 2030.24 1561.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4054 N/A 31426NQG8 2055-05-01 6 19459.57 19229.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1200 N/A 31427NKN8 2055-05-01 5.5 84155.51 80760.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5279 N/A 3142GV2M2 2055-11-01 5 258772.07 241450.59 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL1034 N/A 31427NEG0 2054-03-01 4 35579.25 31237.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3341 N/A 31427QWB4 2052-05-01 3 954334.68 787857.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6180 N/A 3130G5XJ7 2056-09-01 5.5 88584.41 85026.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC5882 N/A 3130G5M83 2056-09-01 6 988239.32 983475.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5814 N/A 3130G5K44 2056-09-01 5.5 178695.66 172507.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5750 N/A 3130G5H48 2056-09-01 5.5 78536.90 75659.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC5638 N/A 3130G5EL3 2056-09-01 6 1324849.69 1318072.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC5654 N/A 3130G5E41 2056-09-01 6 852031.67 843033.64 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC4883 N/A 3130G4J56 2056-08-01 4.5 47436.82 42916.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4623 N/A 3130G4AZ9 2056-09-01 6 64254.67 64473.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC4613 N/A 3130G4AP1 2056-08-01 5 58923.40 54839.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC5459 N/A 3130G45V4 2056-09-01 6 50962.40 51135.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4170 N/A 3130G3QY7 2056-09-01 6 158538.70 156887.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4123 N/A 3130G3PH5 2056-09-01 5.5 84839.26 81808.51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC4067 N/A 3130G3MR6 2056-09-01 7 7808.17 8080.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC4048 N/A 3130G3L63 2056-09-01 6.5 7509.34 7622.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF6789 N/A 3133BURJ8 2053-02-01 5 186215.54 174630.65 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQF1925 N/A 3133BPD62 2052-10-01 4 600.76 529.58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE7910 N/A 3133BHYF7 2052-08-01 4 546647.84 481796.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE8001 N/A 3133BH3J3 2052-08-01 4.5 348874.13 316894.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6388 N/A 3133BGCZ9 2052-07-01 4.5 2136.47 1957.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7139 N/A 3133BG4Y1 2052-08-01 5 235784.61 221842.15 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE1600 N/A 3133BAX55 2052-05-01 4 77.46 68.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE0380 N/A 3133B9M50 2052-04-01 2.5 30071.38 24077.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8103 N/A 31427JAD0 2055-11-01 5.5 431230.86 414411.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7843 N/A 31427HWD0 2055-11-01 5.5 36394.07 35287.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7245 N/A 31427HBP6 2055-11-01 5.5 649882.97 624471.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1255 N/A 31426XMD7 2055-07-01 5.5 25877.80 25119.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6719 N/A 31427UPD9 2056-01-01 6.5 3250391.30 3319911.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4092 N/A 3133WNRM4 2040-09-01 6 43579.72 44301.07 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5125 N/A 3133KYVS5 2041-09-01 2 4280.77 3567.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5017 N/A 3133KYSE0 2039-11-01 3 78814.29 70863.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTRB5370 N/A 3133KY6F1 2045-09-01 6 14530.02 14371.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5306 N/A 3133KY3P2 2044-08-01 5.5 28279.61 28367.01 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTRB0216 N/A 3133KTGZ7 2036-12-01 2.5 13412.07 12038.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9843 N/A 3133KR5C4 2053-09-01 5.5 33901.50 32765.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8216 N/A 3133KQDV5 2052-11-01 6 1277.75 1271.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA7317 N/A 3133KPDW5 2052-05-01 3 53891.96 44729.13 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6954 N/A 3133KNWP4 2052-03-01 3 6989.85 5782.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4229 N/A 3132E0VW9 2053-11-01 6 69522.01 69092.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3966 N/A 3132E0MP4 2053-09-01 6 614512.25 614709.10 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD3944 N/A 3132E0LZ3 2053-05-01 4.5 1191.18 1089.73 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3873 N/A 3132E0JS2 2052-05-01 2.5 17832.46 14104.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8507 N/A 3132DWNY5 2055-02-01 6 81.32 80.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8414 N/A 3132DWK36 2054-02-01 4.5 207055.66 187922.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 1013.44 920.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 195730.31 177877.75 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8340 N/A 3132DWHR7 2053-07-01 4.5 8154.40 7413.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA5163 N/A 31346YWY5 2049-11-01 4.5 264.08 243.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 187038.39 170232.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 759469.11 757067.92 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8302 N/A 3132DWGK3 2053-02-01 6.5 251.24 254.83 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8273 N/A 3132DWFN8 2052-11-01 3.5 10086.76 8590.39 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 21112.98 17968.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 506252.44 491009.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 2861150.03 2527111.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 26743.02 24365.16 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8200 N/A 3132DWDD2 2052-03-01 2.5 8691.48 6878.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA4861 N/A 31346YMJ9 2049-12-01 4.5 1492.06 1375.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO6059 N/A 3133WQWU3 2041-08-01 5.5 35326.93 35297.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5957 N/A 3133WQTN3 2041-07-01 5 39256.28 38224.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5902 N/A 3133WQRX3 2041-07-01 5 48548.67 47289.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6129 N/A 3133KMY25 2051-10-01 3 615039.04 503707.54 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB1027 N/A 3132CXD82 2035-10-01 3 3478.95 3237.11 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 1499.01 1186.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN3056 N/A 3131Y9MD2 2049-01-01 3 90.02 76.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8230 N/A 3132D6EB2 2038-05-01 5 6577.96 6408.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8372 N/A 3132DWJR5 2053-11-01 5.5 20333.91 19685.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB3185 N/A 3133A9RE7 2050-09-01 3 3641.69 3019.57 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN9111 N/A 3133GGDQ3 2037-01-01 2 23020.76 20339.10 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8321 N/A 3132DWG64 2053-05-01 4 721.67 635.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4667 N/A 3132A5FG5 2046-06-01 3 7119.95 6038.03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8467 N/A 3133BJMQ2 2052-08-01 4 175939.11 154925.33 Agency Mortgage-Backed Securities FMAC FEPC 02.500 ZLSI2105 N/A 3133USKS9 2051-05-01 2.5 1637251.29 1299296.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA8251 N/A 3133KQEY8 2052-04-01 3 36471.36 30098.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2952 N/A 3132DQH58 2053-05-01 4.5 19338.68 17725.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2921 N/A 3132DQG67 2053-05-01 4.5 56063.20 51187.49 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD2464 N/A 3132DPWZ7 2052-02-01 2 17465.53 13170.43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2355 N/A 3132DPTL2 2052-12-01 4.5 7210.25 6566.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2339 N/A 3132DPS41 2053-02-01 6.5 388346.05 401045.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2278 N/A 3132DPQ76 2052-08-01 3 42189.78 34761.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1967 N/A 3132DPFG8 2052-10-01 4 744497.26 654002.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1608 N/A 3132DNYD9 2052-09-01 4.5 3921.86 3567.82 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1098 N/A 3132DNGF4 2052-01-01 2.5 7499.84 5969.43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1739 N/A 3132DN4Y6 2052-10-01 4.5 11895.08 10887.73 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0702 N/A 3132DMX75 2051-05-01 2.5 16747.22 13551.19 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0488 N/A 3132DMRH0 2049-05-01 4 3519.28 3152.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0449 N/A 3132DMQA6 2050-10-01 2.5 4061.08 3254.18 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0878 N/A 3132DM6P5 2050-07-01 4 31164.93 27896.42 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0854 N/A 3132DM5P6 2052-01-01 2.5 6891.94 5390.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0818 N/A 3132DM4B8 2051-12-01 3 28504.79 23993.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0076 N/A 3142J6CN1 2055-12-01 5.5 14243.37 13693.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0070 N/A 3142J6CG6 2055-11-01 3.5 328.25 279.14 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0024 N/A 3142J6A29 2055-07-01 4 142938.08 125230.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7661 N/A 3142GYQP3 2056-07-01 5.5 310898.37 298328.92 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ6593 N/A 3142GXKF3 2056-05-01 6.5 244422.41 252688.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO6289 N/A 3133WQ7A5 2041-09-01 4.5 37959.36 36135.95 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0106 N/A 3142JCDL1 2041-08-01 4 628432.18 584919.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC3043 N/A 3130G2HV5 2056-09-01 6.5 94071.64 96552.41 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 8200.12 6523.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7283 N/A 3142K9CV5 2056-07-01 5.5 66181.51 64237.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7061 N/A 3142K8Z34 2056-06-01 5.5 1301.03 1249.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6818 N/A 3142K8SG3 2056-07-01 5.5 16849.58 16168.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6005 N/A 3142K7U72 2056-05-01 6 36501.42 36115.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6510 N/A 31427UGU1 2056-09-01 6 1923093.74 1911682.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL6478 N/A 31427UFU2 2052-09-01 3.5 431116.23 367414.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6489 N/A 31427UF73 2055-10-01 5.5 1377992.40 1329733.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL6153 N/A 31427TZT6 2055-11-01 4.5 444894.58 408450.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6163 N/A 31427TZ58 2056-07-01 5.5 45841.60 44057.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5896 N/A 31427TRS7 2055-11-01 6.5 709301.16 723099.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5893 N/A 31427TRP3 2056-05-01 6.5 2228545.99 2276805.40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5881 N/A 31427TRB4 2055-07-01 6.5 516061.14 524126.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5675 N/A 31427TJV9 2056-06-01 6 242.06 238.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5550 N/A 31427TEY8 2056-03-01 5.5 124590.32 119782.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5553 N/A 31427TE36 2056-04-01 5.5 33154.25 31865.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5505 N/A 31427TDK9 2056-06-01 6 4343669.81 4285561.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4882 N/A 31427SM88 2055-03-01 6 11460.69 11418.06 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4767 N/A 31427SJM1 2052-08-01 4 1696799.23 1509325.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5364 N/A 31427S6A1 2056-05-01 5 1188146.77 1109165.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5362 N/A 31427S5Y0 2056-05-01 5 1554469.19 1458024.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3666 N/A 31427RCC2 2052-11-01 4.5 652730.18 601048.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL3617 N/A 31427RAT7 2055-11-01 6.5 1166997.24 1182702.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3373 N/A 31427QXB3 2055-11-01 5.5 2737419.21 2661900.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3260 N/A 31427QTS1 2055-11-01 5.5 301.28 289.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZI4593 N/A 3131WHC62 2035-09-01 4.5 35.15 33.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1502 N/A 3132ADU30 2048-11-01 3.5 70.48 61.45 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4675 N/A 3133WPFQ3 2040-12-01 4.5 94475.57 90379.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7990 N/A 31427H2Y7 2055-11-01 5.5 183770.76 176952.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6878 N/A 3130G6Q87 2056-10-01 5.5 171940.65 166587.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5385 N/A 3133KY6W4 2046-01-01 5.5 5097.67 4981.50 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM1913 N/A 3131XVDS1 2046-10-01 4 6155.31 5578.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL3634 N/A 31427RBC3 2055-12-01 6.5 2171053.34 2229320.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO4611 N/A 3133WPDQ5 2040-11-01 5 30098.16 29291.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6482 N/A 3130G6CU3 2056-10-01 5.5 421449.42 406502.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1164 N/A 3142JPJJ1 2055-12-01 5.5 453665.18 436102.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4894 N/A 3142K6NL1 2056-06-01 4.5 62106.64 56244.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO6239 N/A 3133WQ4Y6 2041-09-01 5.5 38310.31 38107.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO4801 N/A 3133WPKN4 2041-01-01 5.5 71830.09 71408.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6654 N/A 3142GXMC8 2056-05-01 5 5620867.11 5234566.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0009 N/A 3133W4AJ1 2056-08-01 5.5 27044.28 25984.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4335 N/A 3142K5Y98 2056-06-01 6.5 37450.64 38067.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8523 N/A 3142KAPH9 2056-07-01 5.5 123922.19 119442.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5734 N/A 3130G5HL0 2056-09-01 5.5 36799.05 35407.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQZ0902 N/A 31426XAC2 2055-08-01 4.5 100002.99 90398.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTSC0527 N/A 3132D9SQ8 2042-11-01 4 97.75 91.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8505 N/A 3132D6NW6 2035-10-01 2.5 103.57 94.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8277 N/A 3132D6FS4 2039-01-01 5 10500.41 10225.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8287 N/A 3132D6F47 2039-03-01 5 7809.64 7599.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8220 N/A 3132D6DZ0 2038-02-01 5.5 433.20 430.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8201 N/A 3132D6DE7 2037-10-01 2.5 92539.26 83243.87 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8181 N/A 3132D6CS7 2037-09-01 2.5 19967.46 17962.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8175 N/A 3132D6CL2 2037-09-01 2.5 639696.12 575038.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8191 N/A 3132D6C40 2037-10-01 4.5 2798.33 2668.23 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8137 N/A 3132D6BE9 2037-01-01 2 391994.04 345856.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO4194 N/A 3133WNUT5 2040-09-01 5 29938.79 29314.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4147 N/A 3133WNTC4 2040-09-01 6 38774.58 39123.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4089 N/A 3133WNRJ1 2040-09-01 6 10708.17 10821.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4086 N/A 3133WNRF9 2040-09-01 4.5 21110.44 20133.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4054 N/A 3133WNQF0 2040-08-01 6 32427.82 32810.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4047 N/A 3133WNP87 2040-08-01 6 45383.89 46056.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO3809 N/A 3133WNGS3 2040-06-01 5.5 20528.68 20390.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO3739 N/A 3133WNEL0 2040-06-01 4.5 19590.73 18676.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4525 N/A 3132A5A21 2043-08-01 3 142.58 123.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS3665 N/A 3132A4CA4 2041-10-01 4.5 853.90 804.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZS3144 N/A 3132A3P53 2038-09-01 6.5 771.53 794.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS1561 N/A 3132A1WW0 2037-08-01 5.5 84.12 82.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA5929 N/A 31329PSS3 2048-11-01 4.5 201610.75 185117.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 7369651.22 6059818.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5406 N/A 3133L0AF9 2046-06-01 5.5 418527.89 405189.63 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY9457 N/A 31426UQK3 2055-08-01 7 287205.69 296370.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO4030 N/A 3133WNPP9 2040-08-01 5.5 108493.94 108095.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG9540 N/A 3133CAS50 2053-08-01 5 300334.68 282525.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD7216 N/A 3132DVAR6 2054-12-01 6.5 681252.10 696636.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5441 N/A 31427TBK1 2056-05-01 5.5 64767.74 62248.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO4528 N/A 3133WPA54 2040-11-01 5 40962.14 40078.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC4231 N/A 3130G3SV1 2056-09-01 6.5 45278.45 46416.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO3512 N/A 3133WM3V2 2040-04-01 6 3065.24 3106.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA6402 N/A 3142JVDG0 2056-02-01 6 327390.88 324436.61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB2022 N/A 3132CYG79 2040-10-01 3.5 2683927.36 2448604.49 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CNRD5312 N/A 3133LP3V7 2036-08-01 4 10909.53 10370.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7921 N/A 3142K9YT6 2056-07-01 5.5 450486.05 436305.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO3187 N/A 3133WMRG9 2040-02-01 6 37791.07 38407.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8750 N/A 31426TWL7 2055-07-01 6.5 12708.64 12894.26 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB1691 N/A 3132CX2Y7 2038-07-01 2 155011.49 136763.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4282 N/A 3142K5XL2 2056-06-01 5.5 24717.68 23800.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7096 N/A 3130G6X22 2056-10-01 6 43718.80 43942.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRC3454 N/A 3133L9ZT3 2040-01-01 6.5 69088.69 71503.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3965 N/A 3142GUMP5 2055-04-01 5.5 16491.27 15976.09 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI3096 N/A 3131WFNM9 2034-12-01 7 67.71 69.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZI1382 N/A 3131WDRB4 2034-01-01 4.5 141.64 136.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7527 N/A 3130G7HD4 2056-10-01 6 137865.25 136662.98 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQN0423 N/A 3133G6PG4 2034-08-01 3.5 8281.15 7851.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ9630 N/A 3133D1VX4 2054-11-01 6.5 156964.17 160580.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1757 N/A 3133CR5S8 2054-07-01 5.5 1222.82 1178.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH0481 N/A 3133CCRA6 2053-09-01 5.5 707.72 684.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQH0233 N/A 3133CCHJ8 2053-09-01 5 146785.08 137166.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG9139 N/A 3133CAEL0 2053-08-01 5 881.97 827.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6737 N/A 3133C7PW1 2053-06-01 6 2470.08 2464.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6308 N/A 3133C7AH0 2053-07-01 6 73.34 73.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0886 N/A 3133C06X5 2053-04-01 6 2624.65 2611.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO3733 N/A 3133WNEE6 2040-06-01 6 9044.02 9141.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO3459 N/A 3133WMZY1 2040-04-01 5.5 136414.02 135514.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO3501 N/A 3133WM3J9 2040-04-01 6 12068.34 12179.78 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIQO1607 N/A 3133WKYC4 2038-09-01 3 8931.62 8115.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO1755 N/A 3133WK5Q5 2038-11-01 6 23022.53 23273.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI4078 N/A 3133WAQ76 2054-04-01 5 8327.82 7757.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4153 N/A 3142JSTK1 2056-01-01 5.5 2164.42 2079.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6504 N/A 31427UGN7 2056-01-01 6 1587147.69 1567624.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7507 N/A 3130G7GR4 2056-10-01 6 40940.05 41079.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5510 N/A 3142K7DQ9 2056-06-01 5.5 80732.68 77571.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5736 N/A 31427TLS3 2055-11-01 5.5 2227289.31 2152894.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0071 N/A 3142JCCH1 2041-01-01 6.5 105456.28 107994.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2999 N/A 3130G2GH7 2056-09-01 5.5 289585.85 278395.54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5309 N/A 3133WP3S2 2041-04-01 4 414928.17 386514.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC3413 N/A 3130G2VF4 2056-08-01 6.5 34412.56 35303.43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB0501 N/A 3142K1RX2 2056-04-01 4.5 18744.29 16937.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC5339 N/A 3130G4ZD1 2056-09-01 6 52046.74 52118.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0301 N/A 3133W4KN1 2056-07-01 6.5 35311.91 36042.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO6272 N/A 3133WQ6H1 2041-09-01 5.5 33849.27 33843.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2788 N/A 3130G17A4 2056-07-01 5 77742.15 72354.06 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0108 N/A 3142J6DN0 2056-04-01 4 14060.38 12316.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI0401 N/A 3133W6NS2 2054-02-01 6.5 42044.96 42654.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8162 N/A 3132D6B74 2037-07-01 2.5 256340.16 230591.79 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8102 N/A 3132D6AB6 2036-05-01 1.5 10331.38 8915.41 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8099 N/A 3132D57L0 2036-04-01 2.5 21538.95 19560.25 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8045 N/A 3132D55E8 2035-05-01 2.5 141402.50 128862.06 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1958 N/A 3132CYE71 2038-02-01 2.5 29667.95 26671.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB1872 N/A 3132CYCH1 2041-04-01 5 167868.83 163309.14 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1325 N/A 3132CXPJ5 2035-10-01 2.5 62969.90 57284.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0953 N/A 3132CXBW1 2037-05-01 3 9362.42 8707.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0182 N/A 3133W4FX5 2056-07-01 5.5 809094.87 776381.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0185 N/A 3133W4F23 2056-07-01 5.5 1002760.27 964446.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD9578 N/A 3133B7UB2 2052-04-01 2.5 41419.93 32778.11 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD8711 N/A 3133B6VC1 2052-03-01 2 32374.63 24183.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3996 N/A 31426NNN6 2055-05-01 5.5 899134.51 865633.26 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQY3013 N/A 31426MK35 2055-05-01 7.5 60269.58 63961.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6181 N/A 31426B2P0 2055-02-01 6.5 29655.69 30067.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3432 N/A 31425XY60 2054-12-01 5 47129.62 43992.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2758 N/A 31425XB40 2055-01-01 5.5 374943.84 360087.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1499 N/A 31425VUZ4 2054-12-01 5.5 14524.40 14042.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC4045 N/A 3130G3L30 2056-09-01 7 9608.38 9944.11 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC4493 N/A 3130G33B2 2056-09-01 7 8244.31 8527.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3075 N/A 3130G2JV3 2056-09-01 6 476846.37 470467.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC3046 N/A 3130G2HY9 2056-09-01 6.5 102083.98 104585.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3017 N/A 3130G2G38 2056-08-01 5.5 73238.39 70668.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC3690 N/A 3130G27C8 2056-08-01 6.5 43297.15 44457.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 ZLSI2134 N/A 3133USLP4 2055-01-01 6.5 1137.68 1153.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5653 N/A 31427TH74 2056-06-01 6.5 1362133.90 1380789.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3240 N/A 3142K4S64 2056-05-01 4.5 39090.66 35359.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2269 N/A 3130G1MT6 2056-08-01 6 38906.97 38474.84 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC1547 N/A 3130G0TD6 2056-08-01 7 6745.96 6981.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1238 N/A 3130G0HQ0 2056-08-01 5 243673.33 226785.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1832 N/A 3130G04S0 2056-07-01 6 36619.38 36222.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQD3236 N/A 3133B0SZ7 2051-12-01 3.5 375957.43 322744.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQC6920 N/A 3133ARVM4 2051-09-01 3.5 822.92 702.22 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC7173 N/A 3133AR6J9 2051-09-01 2.5 872.75 692.15 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC5175 N/A 3133APXC8 2051-07-01 3 33270.88 27479.64 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC4749 N/A 3133APH28 2051-08-01 2 58232.04 43837.72 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC4423 N/A 3133AN4G6 2051-07-01 2 1728.41 1308.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC0717 N/A 3133AJYN7 2051-04-01 3 58.48 48.30 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB9290 N/A 3133AGKB4 2051-03-01 2 11012.73 8412.40 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB6232 N/A 3133AC4R6 2050-12-01 2.5 38123.53 29863.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB4903 N/A 3133ABNU0 2050-11-01 2.5 14900.50 11918.08 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB3770 N/A 3133AAFK3 2050-09-01 2 375785.46 286735.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA9793 N/A 3133A43A2 2050-05-01 3 714.95 592.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA7540 N/A 3133A2LV0 2050-03-01 3 23289.63 19492.64 Agency Mortgage-Backed Securities GNMA GNRA 2024-110 FC N/A 38384QTQ1 2054-07-20 4.6478 721175.67 718479.97 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 FG N/A 38381QQH7 2055-08-20 4.8478 565629.26 558701.78 Agency Collateralized Mortgage Obligation FMAC FREDDIE SCRTT SERIES N/A 35563PSE0 2060-05-25 2.5 110417.00 86458.16 Agency Mortgage-Backed Securities FMAC FHLMC SCRTT SERIES 20 N/A 35563PHE2 2058-03-25 3.5 12291.28 10292.45 Agency Mortgage-Backed Securities 03YDEFHLMC SCRTT SERIES 20 N/A 35563PBY4 2056-07-25 3.25 25694.99 23494.29 Agency Mortgage-Backed Securities FMAC FREDDIE MAC SCRT SERI N/A 35563P7E3 2061-11-25 3.25 44222.89 35725.73 Agency Mortgage-Backed Securities 04UVFFREDDIE MAC SCRT SERI N/A 35563P4U0 2061-03-25 2 10468.89 8625.60 Agency Mortgage-Backed Securities FMAC FHLMC SCRTT SERIES 20 N/A 35563PHF9 2058-03-25 3.5 93028.78 87122.43 Agency Mortgage-Backed Securities FMAC FHLMCT SLSTT SERIES 2 N/A 35564CHT7 2060-04-26 6.5 983885.08 794449.93 Agency Mortgage-Backed Securities FMAC FREDDIE SCRT SERIES 2 N/A 35563P2N8 2060-11-25 2 16772.11 14082.99 Agency Mortgage-Backed Securities GNMA GNRA 2022-010 FB N/A 38383GBQ3 2052-01-20 3 87368.45 72615.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2009-052 FD N/A 38375D4S4 2039-07-16 4.926 15973.11 16023.93 Agency Collateralized Mortgage Obligation TVDB 5.250 TVBD 55 A N/A 880591FC1 2055-02-01 5.25 269879.52 241787.26 Agency Debentures and Agency Strips TVDB 4.250 TVBD 65 A N/A 880591ES7 2065-09-15 4.25 45542.17 33171.18 Agency Debentures and Agency Strips REFC 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0 320481.93 266633.27 Agency Debentures and Agency Strips FHLB 5.50 FHLB 36 G677 N/A 3133XGAY0 2036-07-15 5.5 6746.99 6887.18 Agency Debentures and Agency Strips GNMA GNRA 2025-166 V N/A 38381M5G1 2066-03-16 4.5 134821.00 125474.67 Agency Mortgage-Backed Securities GNMA GNRA 2023-033 AC N/A 38381JAL1 2057-12-16 3.25 783251.51 639491.23 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB7 N/A 30316AAG8 2040-06-25 1.12 195733.97 190712.65 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H4RG7 2036-10-25 2.361 253012.05 190917.81 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB7 N/A 302987AA0 2039-10-25 4.46 51780.77 51797.57 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB4 N/A 30305JAF4 2037-09-25 4.4597 56605.34 56469.86 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HK2B9 2034-02-25 4.655 87102.28 83954.56 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FQJZ7 2034-10-25 2.859 91489.16 75852.84 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FXQV3 2035-01-25 1.192 105594.38 88712.50 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HB2X1 2033-10-25 4.9 125966.27 122023.55 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB7 N/A 30296SAF5 2040-01-25 1.67 9009.51 8927.47 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137F4D41 2028-01-25 3.6 42081.33 41480.11 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES Q- N/A 3137F72G9 2036-01-25 1.555 83601.07 66206.08 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2019-SB5 N/A 302970AF5 2038-11-25 4.4597 9632.78 9634.39 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H8U90 2032-07-25 3.5 2159.04 1958.61 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H3F31 2032-07-25 1.843 294354.31 274391.98 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES Q- N/A 3137HLY30 2054-07-25 3.2261 32680.93 31563.46 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H9Y94 2033-02-25 4.3252 12707.79 12746.46 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2019-SB6 N/A 30298LAB7 2039-05-25 4.4597 30892.12 30877.06 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB3 N/A 30304AAH0 2037-01-25 4.4597 11740.29 11723.47 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137F9Z79 2031-01-25 1.846 8433.73 7325.78 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FPJ97 2034-08-25 2.797 287725.30 239251.68 Agency Mortgage-Backed Securities FMAC FRETE 2021-ML08 TR N/A 30318LAB3 2037-07-25 1.877 65196.34 49281.31 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB7 N/A 30313KAC8 2026-11-25 2.07 137146.69 136656.73 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HPET6 2032-10-25 4.17 78771.08 73852.16 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HN4L9 2032-06-25 4.4 231084.34 220108.86 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HMCA6 2035-06-25 4.4 654795.18 605070.98 Agency Mortgage-Backed Securities FMAC FEDERAL HOME LN MTG C N/A 3137HMC57 2042-07-25 4.7836 40906.67 38465.53 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HHUS8 2029-11-25 4.648 2886627.86 2852459.49 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HHUG4 2034-10-25 4.76 72895.10 69557.77 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HHHY0 2034-09-25 4.489 26481.93 24979.85 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HFNZ4 2029-07-25 4.508 111325.30 109406.66 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HCXK3 2034-03-25 5 97662.65 95024.66 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HAGS9 2033-07-25 4.05 21354.22 19710.55 Agency Mortgage-Backed Securities FMAC FEDERAL HOME LN MTG C N/A 3137HAA97 2035-11-25 2.75 63586.63 55913.76 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H9PA1 2031-11-25 4.103 58318.56 56218.35 Agency Mortgage-Backed Securities FMAC FRETE 2019-ML06 TR N/A 30312CAF0 2037-06-25 2.543 2448.29 2017.04 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2019-SB5 N/A 30308MAF4 2038-10-25 4.4597 97583.90 97714.03 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB4 N/A 30306LAG6 2037-10-25 3.2 18540.91 18047.55 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2019-SB6 N/A 30298WAE7 2039-08-25 4.46 927.97 932.74 Agency Mortgage-Backed Securities FMAC FRESB MORTGAGE TR 201 N/A 30298BAE3 2039-02-25 4.4597 4954.94 4954.98 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2019-SB6 N/A 30298AAJ4 2039-02-25 4.4597 47649.51 47658.82 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2018-SB5 N/A 30297DAM2 2038-05-25 3.44 14569.48 14177.90 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2018-SB5 N/A 30297DAC4 2038-05-25 4.4597 571.41 571.75 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2018-SB5 N/A 30297CAK8 2038-06-25 3.4182 23962.23 23411.76 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2019-SB5 N/A 302970AH1 2038-11-25 3.61 14019.69 13428.22 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H74A8 2032-03-25 2.35 19228.92 16510.45 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES 20 N/A 3137H4R36 2031-10-25 2.154 743518.07 640347.63 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H2NY6 2036-08-25 2.184 66255.42 49529.00 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES N/A 3137GCRX3 2033-07-25 4.37 337349.40 317211.42 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES Q- N/A 3137GB2A2 2041-01-25 4.8 3817644.28 3727313.74 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FWHE3 2034-07-25 1.177 189002.45 158665.32 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FTZL4 2035-02-26 1.94 60722.89 46599.46 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FKSH0 2028-11-25 3.859 91927.71 89662.58 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FBU79 2027-09-25 3.187 511370.33 504445.00 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FBBX3 2027-08-25 3.244 168683.64 166812.64 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137F8RU9 2035-08-25 1.32 199172.47 167064.34 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137F83Q4 2030-10-25 1.547 301927.71 260791.63 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137F82N2 2030-11-25 1.521 185137.35 159322.77 Agency Mortgage-Backed Securities FNMA MNRA CL001A2 R19M001 N/A 3136B3XY1 2028-09-25 3.6788 47976.12 46815.84 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB3 N/A 30295YAB2 2037-03-25 4.4597 2617.60 2606.70 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2016-K60 N/A 302947AE6 2049-12-25 3.6538 52120.48 52070.20 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 140000000.00 140000000.00 .0008 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.920%, 10/22/2026 3.920 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLTA7455 N/A 3142JWH90 2056-03-01 5 44663178.02 41567875.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4818 N/A 3142JTK85 2056-01-01 5 56346238.21 52441206.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6005 N/A 3142GWU72 2056-03-01 5 58909968.73 54832796.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5675 N/A 3142GWJV2 2056-01-01 5 45766260.53 43219907.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3065 N/A 31427QMP4 2055-10-01 5.5 47869958.76 46234747.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA6208 N/A 31418F3S4 2056-10-01 6 42500000.00 41932341.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6604 N/A 3140W7KS8 2056-02-01 6 43149697.80 42666694.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6380 N/A 3140W7CS7 2056-07-01 6 62833286.48 62325488.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6374 N/A 3140W7CL2 2056-07-01 5.5 598901.79 579222.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5050 N/A 3140W5TG9 2056-03-01 5 81853881.75 76318331.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3755 N/A 3140W4E52 2055-12-01 5 45533193.62 42425360.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9978 N/A 3140QWCQ3 2055-02-01 5.5 43272994.83 41708829.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7454 N/A 3142JWH82 2056-03-01 5 44041026.59 40988885.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3448 N/A 31427QZN5 2055-12-01 5 56414374.19 52515451.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4594 N/A 3140W5C85 2056-01-01 5.5 49642604.86 47635929.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7461 N/A 3142JWJF4 2056-03-01 5 44036761.14 40984871.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7460 N/A 3142JWJE7 2056-03-01 5 43528284.87 40511590.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5252 N/A 3140W5ZS6 2056-03-01 5 62567725.65 58277755.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5623 N/A 3140W6G97 2056-04-01 5.5 41982008.73 40493559.95 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-07 2026-10-07 2026-10-22 Y BMO Capital Markets Corp. 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 N N .0397 850000000.00 850000000.00 .0048 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.900%, 10/1/2026 3.900 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 121428571.43 117852500.00 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 71399595.24 65651481.57 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 126285714.29 125516335.73 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 225810433.33 221377774.53 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 120619047.62 118748849.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 123047619.05 122069007.22 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 93652838.10 92986966.41 U.S. Treasuries (including strips) FMAC FREMF MTG TR 2018-K81 N/A 30297HAJ0 2051-09-25 4.3157 356190.48 346052.40 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2019-K94 N/A 30310XAE9 2052-07-25 4.0946 2684380.95 2573353.47 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 850000000.00 850000000.00 .0048 N Y Y N BMO Bank, N.A. BMO Bank, N.A., REPO, 3.900%, 10/1/2026 3.900 932CQA007 3Y4U8VZURTYWI1W2K376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 35256920.01 29464443.11 Agency Mortgage-Backed Securities GNMA GNII SF MA1522 M N/A 36179NVP0 2043-12-20 4 30713073.18 27938829.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1059 N/A 31418AE95 2032-05-01 3.5 5544688.99 5326668.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBN7717 N/A 3140JQSF1 2034-08-01 2.5 1738310.36 1591737.58 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL9630 N/A 3140J2VY9 2028-01-01 1.08 971598.96 926200.02 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8039 N/A 3132D54Y5 2035-04-01 2 2250571.71 2013228.92 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CKMA4453 N/A 31418D5P3 2051-09-01 2 62365973.31 45657262.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTBM1949 N/A 3140J6EX1 2037-04-01 2.5 4827187.62 4367170.59 Agency Mortgage-Backed Securities GNMA GNII JP 786156 M N/A 3622ABWR9 2037-03-20 1.5 44725818.70 38853915.04 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL8467 N/A 3140J1MR6 2027-10-01 0.93 3454784.00 3319118.66 Agency Mortgage-Backed Securities FMAC 02.000 FGPC G15898 G N/A 3128MEX30 2031-08-01 2 8370696.54 7866890.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA4056 N/A 3140QBQJ0 2034-08-01 2.5 3056603.25 2794031.52 Agency Mortgage-Backed Securities GNMA GNRM 2020-032 MA N/A 38382DQB8 2048-11-16 2 22175845.44 18519583.21 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-42 AC N/A 38376MSP3 2041-08-20 3 37068627.13 33006857.00 Agency Collateralized Mortgage Obligation FNMA FNRM CL099KC R20F099 N/A 3136BDFA1 2035-11-25 1 54545294.36 47041583.03 Agency Collateralized Mortgage Obligation FNMA FNRM RC081AB R20F081 N/A 3136BCKX7 2035-11-25 1 86944716.00 74639826.38 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-117 MD N/A 38382WEV5 2042-05-20 1.25 2346601.50 1916058.66 Agency Collateralized Mortgage Obligation FNMA MNRM CL013PT R20M013 N/A 3136B9NR4 2031-06-25 2.24 124934753.40 116836788.03 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0395 450000000.00 450000000.00 .0025 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.920%, 10/5/2026 3.920 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLRJ6895 N/A 3142GXUV7 2056-06-01 5.5 96544865.60 92638038.20 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8104 N/A 3132DWAD5 2050-11-01 1.5 131065605.98 93934370.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7242 N/A 3142GYBL8 2056-08-01 5.5 2810759.79 2714802.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA6208 N/A 31418F3S4 2056-10-01 6 66686803.00 65796089.58 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-05 2026-10-05 2026-10-05 Y Bank of Montreal 1.0000 5 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0397 250000000.00 250000000.00 .0014 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.920%, 10/23/2026 3.920 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLTA3664 N/A 3142JSCA1 2056-01-01 5 9705953.16 9042189.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1512 N/A 3142JPVE8 2055-12-01 5 10007390.83 9329758.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0123 N/A 3142JCD56 2041-10-01 4.5 12707626.65 12075955.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0142 N/A 3142J6EQ2 2056-08-01 3.5 12531860.00 10657086.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0040 N/A 3142J6BJ1 2055-08-01 5.5 14246488.34 13708121.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6894 N/A 3142GXUU9 2056-06-01 5.5 14874912.38 14273037.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ7079 N/A 3142GX2M8 2056-07-01 6.5 11092053.55 11219313.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5605 N/A 31427TGP5 2056-04-01 5.5 15457559.82 14868156.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3114 N/A 31427QN81 2053-11-01 5.5 9481709.97 9115550.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3491 N/A 31427Q2Z4 2055-12-01 5 12961621.17 12070869.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2157 N/A 31427PMF8 2055-08-01 6.5 9129219.88 9343593.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0268 N/A 31427MJN2 2054-07-01 6.5 9418868.80 9624596.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9831 N/A 31426U4R2 2055-08-01 6.5 15322187.44 15528655.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7380 N/A 31426SFW4 2055-06-01 6.5 13818829.39 14051194.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3995 N/A 31425YNM5 2055-01-01 5.5 14626377.10 14088631.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6086 N/A 31418FXQ5 2041-06-01 4.5 11784474.67 11198692.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6085 N/A 31418FXP7 2041-06-01 4 12699950.64 11820608.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 12365451.37 9343843.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3937 N/A 31418DLT7 2050-02-01 3 15291250.17 12717758.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0890 N/A 3140Y67C8 2055-08-01 6.5 8966199.89 9133043.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6786 N/A 3140XNRG1 2054-02-01 5.5 11737160.01 11330356.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1564 N/A 3140XGW21 2051-04-01 2 14098741.39 10558069.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1463 N/A 3140XGTV1 2051-05-01 4 11109871.57 9874111.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA7044 N/A 3140W7ZJ2 2056-08-01 5.5 12336826.05 11845370.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6527 N/A 3140W7HD5 2053-10-01 3.5 13032194.71 11089830.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5623 N/A 3140W6G97 2056-04-01 5.5 15428302.56 14881300.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1169 N/A 3140W1JP9 2055-03-01 6 10338746.27 10222831.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1669 N/A 3140W12B8 2048-07-01 3.5 10423712.22 9219204.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI6785 N/A 3140V1RF3 2056-10-01 6 10536958.70 10453593.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1816 N/A 3140UVAS8 2056-08-01 6 9818304.10 9796785.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH9545 N/A 3140URTB4 2056-09-01 6 13811916.05 13666053.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7201 N/A 3140UPAB8 2056-10-01 6 10588938.75 10470727.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4511 N/A 3140ULAM3 2056-07-01 6 9802678.57 9731622.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2242 N/A 3140U5P42 2056-03-01 5 12809201.30 11919945.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6551 N/A 3140QSH53 2053-06-01 6.5 10406726.63 10767966.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3827 N/A 3140QPHD2 2052-06-01 3 11611754.99 9676849.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3375 N/A 3140QNXD9 2052-04-01 3.5 11402697.99 9727475.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC9206 N/A 3140AXGQ4 2054-12-01 5 10094206.39 9465930.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5734 N/A 3140ATLQ7 2054-11-01 5 11996988.91 11178623.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL8687 N/A 3138ETUM6 2045-03-01 4.5 10518698.23 9750002.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8670 N/A 3133WFT31 2054-06-01 6 13108630.73 13049161.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0929 N/A 3133W5A66 2056-08-01 5.5 11789123.69 11312095.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8413 N/A 3133KQK21 2053-01-01 5.5 9782133.21 9466146.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9057 N/A 3133D1B24 2054-11-01 5 12951266.71 12078426.16 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC1803 N/A 3133ALAC2 2051-05-01 2 13567876.17 10386197.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD0985 N/A 3132DNCW1 2050-10-01 4.5 12789660.24 11681078.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0391 N/A 3132DMNG6 2050-06-01 3 5362348.78 4494466.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0853 N/A 3132DM5N1 2052-01-01 2.5 11850911.63 9317055.05 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTSC0739 N/A 3132D9ZC1 2042-03-01 1.5 19088492.03 15376454.78 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1526 N/A 3132CXVT6 2033-07-01 2.5 15603020.37 15364042.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6828 N/A 3130G6PN5 2056-10-01 6 14699673.05 14568057.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6245 N/A 3130G5ZK2 2056-09-01 5.5 16005146.40 15423336.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC4738 N/A 3130G4EL6 2056-09-01 6 9231186.49 9122806.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3755 N/A 3140ADE56 2054-05-01 6 11831903.93 11746860.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1507 N/A 31427NU98 2054-12-01 5.5 9306026.74 9001445.66 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA2416 N/A 3140W2VJ7 2055-06-01 7 1955209.04 2029579.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2158 N/A 31427PMG6 2055-08-01 6.5 10906940.45 11156088.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4383 N/A 3142K52R3 2056-06-01 5.5 10075739.71 9676020.57 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0113 N/A 3142JCDT4 2041-09-01 4 11489224.13 10693712.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0019 N/A 31427MAV3 2055-01-01 5.5 9300612.23 8955983.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2913 N/A 3140Y9GX6 2056-06-01 4.5 11057235.75 9991627.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9932 N/A 3140AYBA2 2055-02-01 5.5 11552187.02 11122047.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8997 N/A 3133D07J4 2054-11-01 5 10871368.12 10121491.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6520 N/A 3140W7G61 2052-02-01 2.5 14195562.68 11335865.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC4724 N/A 3130G4D60 2056-09-01 5.5 11624403.16 11165640.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0124 N/A 3142JCD64 2041-10-01 5 13736786.25 13363664.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI3917 N/A 3140UXK79 2056-09-01 6 10874332.55 10735155.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0125 N/A 3142JCD72 2041-10-01 5.5 13935554.50 13833651.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4114 N/A 31427RSC5 2053-03-01 3.5 14861654.61 12808419.60 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS9859 N/A 3140XR5V3 2032-07-01 1.5 11878596.17 10970338.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5385 N/A 3133KY6W4 2046-01-01 5.5 9105908.41 8898389.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC4503 N/A 3130G33M8 2056-09-01 5 12798685.39 11947429.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7462 N/A 3142JWJG2 2056-03-01 5.5 11750077.47 11292735.74 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL3785 N/A 31427RF39 2052-04-01 2 17731868.42 13473934.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7773 N/A 3142JWT71 2056-03-01 5 10242980.66 9533119.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO4870 N/A 3133WPMT9 2041-01-01 5 14762312.20 14373233.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1628 N/A 3130G0VW1 2056-08-01 5.5 10207136.87 9828100.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI7246 N/A 3140V2BQ4 2056-10-01 6.5 8755497.25 9035271.38 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-07 2026-10-07 2026-10-23 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0397 850000000.00 850000000.00 .0048 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.910%, 11/4/2026 3.910 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA MNAR XX.XXX HYBZ5119 N/A 3140Q0VM1 2035-11-01 4.435 61871959.46 57314634.21 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4263 N/A 3140NYWZ0 2030-07-01 4.45 38821621.62 37764536.90 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX H2BZ4169 N/A 3140NYT35 2030-02-01 4.83 2499527.03 2467210.22 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4142 N/A 3140NYS85 2032-07-01 4.49 20181081.08 19332082.05 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3742 N/A 3140NYEQ0 2035-05-01 4.32 10414054.05 9625658.09 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4440 N/A 3140NY5A5 2030-07-01 4.45 21371918.92 20782796.04 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2516 N/A 3140NWYN9 2034-12-01 4.6 7404608.11 6998491.68 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2295 N/A 3140NWRR8 2034-10-01 4.35 77027.03 71808.77 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3197 N/A 3132WWX31 2037-07-01 3.9 151365.81 132426.88 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 154390.33 134357.46 Agency Mortgage-Backed Securities FMAC FKAR WV2003 N/A 3132VAGL9 2036-04-01 4.205 40847176.78 40839961.57 Agency Mortgage-Backed Securities FMAC FKAR WV0368 N/A 3132V8MR4 2036-04-01 4.225 32736486.49 32759908.53 Agency Mortgage-Backed Securities FMAC FMAR 841649 G N/A 31288QZN3 2049-01-01 6.014 26600.66 27714.50 Agency Mortgage-Backed Securities FMAC FMAR 841485 G N/A 31288QUJ7 2052-09-01 4.151 728760.53 715820.55 Agency Mortgage-Backed Securities FMAC FMAR 841475 G N/A 31288QT83 2052-08-01 3.416 1395043.78 1350097.95 Agency Mortgage-Backed Securities FMAC FMAR 841386 G N/A 31288QRF9 2049-05-01 6.015 29754.53 31003.79 Agency Mortgage-Backed Securities FMAC FMAR 841375 G N/A 31288QQ45 2046-01-01 5.98 24700.37 25675.87 Agency Mortgage-Backed Securities FMAC FMAR 841319 G N/A 31288QPC8 2046-05-01 5.987 29969.16 31163.22 Agency Mortgage-Backed Securities FMAC FMAR 841318 G N/A 31288QPB0 2046-05-01 5.99 23995.57 24952.08 Agency Mortgage-Backed Securities FMAC FMAR 841315 G N/A 31288QN89 2046-05-01 5.99 28794.68 29942.50 Agency Mortgage-Backed Securities FMAC FMAR 841680 G N/A 31288Q2M1 2049-12-01 5.826 28706.86 29854.43 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ1925 N/A 3140NWD77 2029-09-01 4.08 57770.27 55890.87 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ1440 N/A 3140NVS65 2034-07-01 4.485 5334891.89 5018708.41 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0164 N/A 3140NUFE4 2041-06-01 2.8 18713.88 13980.68 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9978 N/A 3140LMCQ0 2030-11-01 5.37 20027027.03 20115182.66 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6767 N/A 3140LHQV5 2032-10-01 4.27 144742.57 137220.26 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS7182 N/A 3140LH6U9 2032-12-01 5.11 6932432.43 6832857.67 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3144 N/A 3140LDP60 2036-09-01 1.93 23772937.27 18147136.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS0228 N/A 3140LAHE8 2033-01-01 1.58 4211096.07 3344695.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR6358 N/A 3140L5B47 2051-03-01 2 9888195.24 7505299.49 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7954 N/A 3140JCZU1 2056-02-01 4.123 13256815.59 12601349.65 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7907 N/A 3140JCYD0 2055-12-01 5.042 715776.98 704760.75 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7934 N/A 3140JCY81 2056-02-01 4.725 14825349.09 14406508.67 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7392 N/A 3140JCGA6 2049-04-01 5.987 28203.30 29410.14 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7091 N/A 3140JB2Z8 2052-10-01 3.898 795752.12 780692.16 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5066 N/A 3140J9TY7 2036-11-01 6.309 1090886.78 1139681.33 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5375 N/A 3140J96M8 2036-08-01 5.918 904867.45 934424.29 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0722 N/A 3140HRYU1 2039-01-01 4.69 1118018.22 1036524.82 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYAN9508 N/A 3138LNR60 2039-10-01 4.29 2310810.81 2026317.26 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8589 N/A 3138LMRK1 2028-04-01 3.49 17221.83 16876.21 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8048 N/A 3138LL5J0 2028-01-01 3.08 76178.67 75373.93 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1835 N/A 3138LEBD2 2028-07-01 2.535 49648.11 47635.77 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN0026 N/A 3138LCA47 2035-11-01 3.48 160159.83 140553.43 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL9089 N/A 3138ERC32 2028-09-01 2.618 376371.97 361347.50 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL7547 N/A 3138EQL59 2027-03-01 3.213 2461834.11 2455609.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAL4051 N/A 3138ELQD8 2033-08-01 3.5 7972246.46 7603206.74 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS544861 N/A 31385HJE3 2036-12-01 4.699 1407.01 1428.87 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462209 N/A 31381JN24 2036-04-01 5.692 57472.95 57396.23 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4879 N/A 3142ACFV6 2040-12-01 4.5 3527426.65 3151413.55 Agency Mortgage-Backed Securities FMAC FKAR 05.250 WAWA4853 N/A 3142ACE39 2055-05-01 5.25 4804672.14 4347114.41 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4852 N/A 3142ACE21 2042-04-01 4.5 3057040.92 2690990.84 Agency Mortgage-Backed Securities FMAC FKAR 03.100 WAWA4814 N/A 3142ACDU0 2039-06-01 3.1 477462.19 380306.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5370 N/A 31427S6G8 2056-06-01 6.5 7656798.92 7915729.74 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1637 N/A 31427NZB8 2051-12-01 2 9985690.93 7563572.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5164 N/A 3140W5W26 2052-04-01 2.5 9583323.24 7620293.40 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA2416 N/A 3140W2VJ7 2055-06-01 7 5978391.59 6205791.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1314 N/A 3140W1N82 2052-11-01 5.5 7806011.60 7777625.47 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI6986 N/A 3140V1XQ2 2056-10-01 4.724 3691596.53 3621587.04 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI6316 N/A 3140V1AS3 2056-10-01 5.279 11238314.88 11095144.68 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI5615 N/A 3140V0GZ3 2056-10-01 5.249 11526167.19 11473300.82 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI5621 N/A 3140V0G75 2056-10-01 4.795 12923242.58 12707019.14 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI4768 N/A 3140UYJN4 2056-09-01 4.755 1416912.16 1392305.24 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI5321 N/A 3140UY4F7 2056-09-01 5.027 5753645.47 5639473.17 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI3571 N/A 3140UW6H5 2056-09-01 4.759 2810820.97 2760773.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH9001 N/A 3140URAB4 2056-07-01 6 7749383.16 7692528.51 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8570 N/A 3140UCQY0 2056-04-01 4.54 9029008.07 8809424.60 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8568 N/A 3140UCQW4 2056-05-01 4.094 5520791.02 5323786.81 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8577 N/A 3140UCQ79 2056-05-01 4.54 8681193.39 8363394.19 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS356648 N/A 31376JEV7 2036-06-01 4.466 2267.87 2234.33 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS303532 N/A 31373UED5 2029-03-01 4.384 37.09 36.98 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS295541 N/A 31373KHS1 2032-10-01 4.608 24549.10 24433.85 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS289517 N/A 31373CSE8 2034-04-01 3.994 36876.12 36212.82 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS054844 N/A 3136195D6 2027-09-01 4.184 82.56 82.30 Agency Mortgage-Backed Securities FMAC FMAR 840357 G N/A 31347AME1 2046-07-01 6.007 21663.78 22530.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8447 N/A 3133WFL47 2054-06-01 6 7857817.88 7822169.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5395 N/A 3133KY7G8 2046-04-01 5.5 8202609.34 7962277.44 Agency Mortgage-Backed Securities FMAC FKAR 03.810 WNWN5031 N/A 3132XKSV0 2029-07-01 3.81 153850.54 148469.95 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN2764 N/A 3132XHCA0 2033-03-01 4.4 10302364.86 9749966.93 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WNWN1833 N/A 3132XGBB1 2032-04-01 4.5 40034797.30 38456105.14 Agency Mortgage-Backed Securities FMAC FKAR 01.800 WNWN1158 N/A 3132XFJC3 2028-11-01 1.8 847297.30 790867.30 Agency Mortgage-Backed Securities FMAC FKAR 04.750 WNWN0179 N/A 3132XEFV8 2045-01-01 4.75 3851351.35 3404569.14 Agency Mortgage-Backed Securities FMAC FKAR 02.460 WNWN0046 N/A 3132XEBQ3 2036-10-01 2.46 73488405.41 58089253.02 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3194 N/A 3132WWXY3 2037-07-01 3.9 150273.71 132375.91 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG2395 N/A 3140U5UV6 2056-05-01 4.531 16936034.47 16310992.71 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8101 N/A 3140U0AB3 2055-12-01 3.02 774320.16 690734.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8493 N/A 3140QUNK8 2054-05-01 6 7823643.21 7752200.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7523 N/A 3140QTLD9 2053-11-01 6.5 7542067.80 7686371.02 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7938 N/A 3140Q3ZC3 2031-09-01 4.355 23572581.08 22585695.98 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7902 N/A 3140Q3X84 2031-09-01 4.42 26710662.16 25670670.67 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7864 N/A 3140Q3W28 2033-09-01 4.99 5638378.38 5501950.61 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7739 N/A 3140Q3S56 2031-09-01 4.35 9107675.68 8724326.02 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7374 N/A 3140Q3FQ4 2033-07-01 4.4 13850229.73 13111797.03 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7133 N/A 3140Q24T2 2033-05-01 4.18 3279912.22 3067377.91 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5511 N/A 3140Q1DR8 2032-11-01 4.32 8931283.78 8437115.85 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5249 N/A 3140Q0ZP0 2035-10-01 4.51 26189189.19 24459970.87 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WDWD0066 N/A 3142KDCC8 2033-03-01 4.4 16714864.86 15831558.53 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WDWD0039 N/A 3142KDBH8 2030-12-01 4 13916472.97 13251672.23 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0059 N/A 3142KDB54 2033-01-01 4.2 61005405.41 57223212.59 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0860 N/A 3142GQ5W8 2054-02-01 7 7416070.78 7776735.73 Agency Mortgage-Backed Securities FMAC FMAR 8C1628 G N/A 3142BBYZ7 2056-10-01 5.034 8573008.74 8362062.72 Agency Mortgage-Backed Securities FMAC FMAR 8C1622 G N/A 3142BBYT1 2056-10-01 4.898 4469717.39 4345828.49 Agency Mortgage-Backed Securities FMAC FMAR 8C1629 G N/A 3142BBY20 2056-10-01 5.648 974324.11 968620.20 Agency Mortgage-Backed Securities FMAC FMAR 8C1583 G N/A 3142BBXL9 2056-08-01 5.053 2438276.36 2383021.29 Agency Mortgage-Backed Securities FMAC FMAR 8C1597 G N/A 3142BBX21 2056-09-01 5.228 11252344.55 11057481.44 Agency Mortgage-Backed Securities FMAC FMAR 8C1373 G N/A 3142BBQ29 2056-03-01 5.351 1224924.54 1210646.25 Agency Mortgage-Backed Securities FMAC FMAR 8C1138 G N/A 3142BBHP8 2055-10-01 5.428 67317.59 66677.24 Agency Mortgage-Backed Securities FMAC FMAR 8B0723 G N/A 3142AWYU3 2056-10-01 4.824 11940782.88 11709358.56 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN7661 N/A 3138LLQP3 2027-12-01 3.03 29823043.15 29245842.99 Agency Mortgage-Backed Securities FMAC FMAR 841337 G N/A 31288QPW4 2051-08-01 1.851 1231341.07 1186642.25 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN2495 N/A 3138LEXZ9 2028-09-01 2.55 142975.96 136554.79 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS4048 N/A 3140LEQA8 2033-12-01 2 9736216.22 7843565.02 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6197 N/A 3140LG3F7 2038-07-01 4.24 298336.31 266048.73 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HIAN7185 N/A 3138LK6X0 2032-11-01 3.35 193996.35 183217.26 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7306 N/A 3140JCDL5 2050-04-01 6.071 34026.10 35483.62 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0840 N/A 3140HR5A7 2039-02-01 4.7 1069358.53 993237.43 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN5437 N/A 3132XLBF1 2030-07-01 4.4 16690216.22 16237768.56 Agency Mortgage-Backed Securities FMAC FMAR 842074 G N/A 31288RJT6 2055-12-01 5.127 701055.81 689956.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2114 N/A 3140NWK46 2034-10-01 4.34 15771283.78 14680953.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3021 N/A 3140U6LB8 2056-02-01 5.5 8302704.02 7969238.83 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0020 N/A 3142KDAW6 2032-10-01 4.2 25920364.86 24381222.23 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI5624 N/A 3140V0HA7 2056-10-01 5.286 18629575.74 18559438.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6895 N/A 3130G6RR4 2056-10-01 5.5 8268571.74 7962721.88 Agency Mortgage-Backed Securities FMAC FMAR 8C1189 G N/A 3142BBKA7 2055-11-01 4.898 9814461.16 9596527.23 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF4134 N/A 3140BUSY9 2055-11-01 5.319 18835813.45 18676307.07 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA1648 N/A 3132WVBS2 2035-04-01 4.5 757786.25 715096.36 Agency Mortgage-Backed Securities FMAC FMAR 8B0724 G N/A 3142AWYV1 2056-10-01 5.191 22581525.16 22363289.15 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5402 N/A 3140Q1AC4 2035-12-01 4.36 77027.03 71058.14 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4450 N/A 3140NY5L1 2035-08-01 4.57 475133.51 447011.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6778 N/A 3130G6M40 2056-10-01 6 7855927.18 7797073.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2384 N/A 3140Y8UJ3 2056-04-01 5.5 8137282.86 7859513.10 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI5622 N/A 3140V0G83 2056-10-01 4.902 11686823.23 11528570.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7019 N/A 3140Q2YR3 2031-06-01 4.72 22414864.86 21845330.54 Agency Mortgage-Backed Securities FMAC FMAR 842122 G N/A 31288RLB2 2055-12-01 5.307 14157823.24 14015609.08 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7874 N/A 3140JCXC3 2055-11-01 4.99 67649880.32 66402059.48 Agency Mortgage-Backed Securities FMAC FKAR 03.750 WDWD0021 N/A 3142KDAX4 2030-11-01 3.75 14621270.27 13798938.35 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7577 N/A 3140Q3M37 2031-08-01 4.22 19813662.16 18896674.86 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI4087 N/A 3140UXRH0 2056-09-01 4.837 644523.65 627495.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3912 N/A 3140W4K22 2052-03-01 2 5479424.21 4186593.03 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8951 N/A 3140U05M5 2056-02-01 4.46 7173027.64 6991735.34 Agency Mortgage-Backed Securities FMAC FKAR 04.850 WAWA4884 N/A 3142ACF20 2041-03-01 4.85 5541112.37 5126204.65 Agency Mortgage-Backed Securities FMAC FMAR 8B0616 G N/A 3142AWVH5 2056-05-01 4.5 6080309.98 5913758.13 Agency Mortgage-Backed Securities FMAC FKAR 04.300 WDWD0060 N/A 3142KDB62 2033-04-01 4.3 37704729.73 35473208.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5904 N/A 3133WQRZ8 2041-07-01 4.5 8068316.37 7667256.50 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7793 N/A 3140Q3UT1 2031-09-01 4.675 13518243.24 13147288.75 Agency Mortgage-Backed Securities FMAC FMAR 842120 G N/A 31288RK98 2056-03-01 4.885 991863.09 967535.80 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7118 N/A 3140Q24C9 2041-07-01 5.16 2692864.86 2549078.45 Agency Mortgage-Backed Securities GNMA GNRA 2025-124 FT N/A 38381PHN6 2065-07-20 4.8478 38306881.26 38146360.83 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DY R26F027 N/A 3136G5PG9 2056-04-25 5 1110384.65 942487.58 Agency Collateralized Mortgage Obligation FNMA FNRM CL065AY R26F065 N/A 3136G6U63 2056-08-25 5 3345283.78 2810863.92 Agency Collateralized Mortgage Obligation FMAC FTRM 5700GB 09/15/33 N/A 3137GCJ87 2033-09-15 4.75 20905829.96 20282300.81 Agency Collateralized Mortgage Obligation FMAC FTRM 5678GB 05/15/33 N/A 3137GBD44 2033-05-15 4.75 1515636.87 1466620.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-153 EF N/A 38385YHJ2 2066-09-20 4.4959 45203310.81 45170848.06 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GC 02/15/33 N/A 3137HPZK2 2033-02-15 4.1 16986027.58 16133800.82 Agency Collateralized Mortgage Obligation FMAC FERM 5616PM 01/25/56 N/A 3137HPMM2 2056-01-25 4.5 1377051.45 1121872.80 Agency Collateralized Mortgage Obligation FMAC FERM 5616PL 01/25/56 N/A 3137HPML4 2056-01-25 4.5 793989.20 629113.38 Agency Collateralized Mortgage Obligation FMAC FTRM 5607KT 11/15/32 N/A 3137HP2L6 2032-11-15 4.25 10983010.10 10491505.15 Agency Collateralized Mortgage Obligation FMAC FERM 5709CA 10/25/56 N/A 3137GCYY3 2056-10-25 5.5 13707055.74 12978848.61 Agency Collateralized Mortgage Obligation FMAC FERM 5709AL 10/25/56 N/A 3137GCYJ6 2056-10-25 5.25 793068.73 713194.95 Agency Collateralized Mortgage Obligation FMAC FERM 5700CL 09/25/56 N/A 3137GCQ30 2056-09-25 5.25 11654863.95 10039233.69 Agency Collateralized Mortgage Obligation FMAC FERM 5700EY 09/25/56 N/A 3137GCJ20 2056-09-25 5 186260.59 159803.91 Agency Collateralized Mortgage Obligation FMAC FERM 5700EL 09/25/56 N/A 3137GCHU0 2056-09-25 5 4073228.47 3420350.14 Agency Collateralized Mortgage Obligation FMAC FERM 5666KB 06/25/56 N/A 3137GCDS9 2056-06-25 5 2932056.12 2534131.47 Agency Collateralized Mortgage Obligation FMAC FERA 5666FC 06/25/56 N/A 3137GCDB6 2056-06-25 4.5503 39260775.72 38337950.59 Agency Collateralized Mortgage Obligation FMAC FERM 5691CY 08/25/56 N/A 3137GBLX1 2056-08-25 5.25 10530394.14 9256155.02 Agency Collateralized Mortgage Obligation FMAC FERM 5691CB 08/25/56 N/A 3137GBLC7 2056-08-25 5.25 5281962.77 4728118.16 Agency Collateralized Mortgage Obligation FMAC FERM 5691BT 08/25/56 N/A 3137GBL78 2056-08-25 4.5 15574426.58 14234153.73 Agency Collateralized Mortgage Obligation FMAC FERM 5678CL 07/25/56 N/A 3137GBCP8 2056-07-25 5 6109430.23 5117984.42 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PH R26F044 N/A 3136G6EE4 2056-01-25 5 513247.55 494005.78 Agency Collateralized Mortgage Obligation FNMA FNRM CL044DL R26F044 N/A 3136G6DF2 2056-05-25 4.5 283918.54 218467.37 Agency Collateralized Mortgage Obligation FNMA FNRM RC106PY R25F106 N/A 3136BYBC5 2055-12-25 5 1274852.76 1126436.67 Agency Collateralized Mortgage Obligation FNMA FNRM RC096BD R25F096 N/A 3136BXU51 2055-11-25 4.5 750388.40 693218.56 Agency Collateralized Mortgage Obligation FNMA FNRM RC081BT R25F081 N/A 3136BXRR7 2055-10-25 4.5 639838.68 590008.05 Agency Collateralized Mortgage Obligation FNMA FNRA CL058F R22F058 N/A 3136BN4X1 2052-09-25 4.3903 55648982.84 54058632.97 Agency Collateralized Mortgage Obligation FNMA FNRM CL146KA R12F146 N/A 3136ABGG2 2042-11-25 1.5 214352.60 181780.29 Agency Collateralized Mortgage Obligation FNMA FNRM CL087AV R26F087 N/A 3136G7YW0 2037-09-25 5.5 6270063.16 6294168.77 Agency Collateralized Mortgage Obligation FNMA FNRM CL087AM R26F087 N/A 3136G7YQ3 2051-04-25 5.5 101285.92 95038.16 Agency Collateralized Mortgage Obligation FNMA FNRM RC087JT R26F087 N/A 3136G7K62 2056-10-25 5.5 76040865.41 72004126.23 Agency Collateralized Mortgage Obligation FNMA FNRM RC087CT R26F087 N/A 3136G7G34 2056-10-25 5.25 49846055.55 46595602.58 Agency Collateralized Mortgage Obligation FNMA FNRM RC087DJ R26F087 N/A 3136G7B70 2051-04-25 5.5 9027881.84 8782698.61 Agency Collateralized Mortgage Obligation FNMA FNRM RC057DL R26F057 N/A 3136G6ZL5 2056-07-25 5 2269206.20 1901528.49 Agency Collateralized Mortgage Obligation FNMA FNRM CL057PB R26F057 N/A 3136G6YQ5 2056-07-25 5 1487391.89 1266051.29 Agency Collateralized Mortgage Obligation FNMA FNRM CL057ML R26F057 N/A 3136G6XY9 2056-07-25 5 850302.89 718754.04 Agency Collateralized Mortgage Obligation FNMA FNRM CL057KB R26F057 N/A 3136G6XU7 2056-07-25 5.25 658112.76 574729.98 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DY R26F044 N/A 3136G6GC6 2056-05-25 4.5 464580.04 360142.92 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DB R26F044 N/A 3136G6FU7 2056-05-25 4.5 2897420.92 2293218.84 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PY R26F044 N/A 3136G6EJ3 2056-06-25 5 1394513.47 1182844.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-156 LF N/A 38385YQP8 2056-09-20 4.4 38513513.51 38068883.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-136 FH N/A 38385WVC5 2066-08-20 4.6478 92155895.85 89963144.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 HF N/A 38385WJH8 2066-07-20 4.6478 114961860.36 112296132.11 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-137 EA N/A 38385WJ54 2053-03-20 5 23056255.13 22353195.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-083 FB N/A 38385SVV2 2056-05-20 4.7078 446836555.22 435496616.92 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-067 PQ N/A 38385RMT9 2056-04-20 4.5 36501605.65 34263984.22 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-026 MF N/A 38385NJH8 2055-09-20 4.3678 19361807.90 18956706.32 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-043 ET N/A 38385EJT2 2055-03-20 4.5 26299636.81 24325691.27 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-025 YH N/A 38385DFU5 2065-02-20 4.6478 24611316.54 24544424.55 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-096 DB N/A 38384B2C4 2053-07-20 6 3081081.08 3012466.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-115 K N/A 38381PDR1 2055-07-20 4.5 6482776.23 5959907.91 Agency Collateralized Mortgage Obligation FNMA FNRA CL021FA R26F021 N/A 3136G5FS4 2056-04-25 4.8403 3247314.88 3176193.05 Agency Collateralized Mortgage Obligation FNMA FNRM RC044JY R26F044 N/A 3136G6EZ7 2056-06-25 5 2598703.18 2237363.31 Agency Collateralized Mortgage Obligation FNMA FNRM CL062LB R13F062 N/A 3136AEMJ3 2028-06-25 1.25 6629.24 6492.93 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-046 GB N/A 38385PGN3 2056-03-20 4.5 12324324.32 9800401.30 Agency Collateralized Mortgage Obligation FMAC FTRM 5616GL 01/15/33 N/A 3137HPKW2 2033-01-15 4.05 30710530.28 29040230.60 Agency Collateralized Mortgage Obligation FNMA FNRA CL044FN R26F044 N/A 3136G6DE5 2056-05-25 4.4903 3265692.60 3224112.66 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DT R26F044 N/A 3136G6GF9 2056-05-25 5.5 26802991.99 25945337.93 Agency Collateralized Mortgage Obligation FNMA FNRM CL057AV R26F057 N/A 3136G6YD4 2037-07-25 5 2927920.27 2816761.13 Agency Collateralized Mortgage Obligation FMAC FTRM 5666GB 05/15/33 N/A 3137GCDJ9 2033-05-15 4.5 78537174.37 75442102.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-156 FL N/A 38385YQN3 2056-09-20 4.34 38513513.51 38262965.99 Agency Collateralized Mortgage Obligation FNMA FNRM RC087AB R26F087 N/A 3136G7ZY5 2052-10-25 5.5 28261216.22 27346868.52 Agency Collateralized Mortgage Obligation FNMA FNRM RC087JL R26F087 N/A 3136G7K54 2056-10-25 5.5 215891.35 198225.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-089 HL N/A 38384BNC1 2053-06-20 6 2926996.22 2736970.74 Agency Collateralized Mortgage Obligation FMAC FGRM 4170PE 01/15/33 N/A 3137AYYA3 2033-01-15 2.25 21536.50 20783.75 Agency Collateralized Mortgage Obligation FMAC FERM 5709BL 10/25/56 N/A 3137GCYU1 2056-10-25 5.5 8110338.97 7438977.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-010 FB N/A 38383GBQ3 2052-01-20 3 2020767.16 1679547.16 Agency Collateralized Mortgage Obligation FMAC FERA 5566FE 08/25/55 N/A 3137HMJ35 2055-08-25 5.0903 12597926.48 12507775.53 Agency Collateralized Mortgage Obligation FMAC FERM 5691CL 08/25/56 N/A 3137GBLM5 2056-08-25 5.25 2619388.78 2257167.04 Agency Collateralized Mortgage Obligation GNMA GNRA 2014-131 KF N/A 38379E3S9 2044-09-16 4.276 826519.88 807396.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-025 CF N/A 38385MH66 2066-02-20 4.5978 17113921.09 16720988.46 Agency Collateralized Mortgage Obligation FNMA MNRM CL005A1 R26M005 N/A 3136BYH62 2035-08-25 4 22432721.66 21371703.79 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 N/A 3136BLR69 2031-11-25 1.7641 3104167.28 2844159.42 Agency Mortgage-Backed Securities GNMA GNRM 2026-151 AL N/A 38384T6T4 2056-07-16 4.25 14618632.70 13729317.12 Agency Mortgage-Backed Securities GNMA GNRA 2021-082 FA N/A 38381DCD0 2061-04-16 3.9985 13092905.52 11484729.71 Agency Mortgage-Backed Securities GNMA GNRM 2026-151 AM N/A 38384T6U1 2056-10-16 4.75 13080052.26 12585775.25 Agency Mortgage-Backed Securities FNMA MNRM CL0051A2 R26M00 N/A 3136BYH70 2036-01-25 4.3 75364940.92 68876990.88 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-01 2026-10-07 2026-11-04 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0396 2850000000.00 2850000000.00 .0161 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.900%, 10/6/2026 3.900 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLSL6723 N/A 31427UPH0 2056-08-01 5.5 29631200.25 28479985.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6635 N/A 31427ULR2 2056-09-01 5.5 29930142.00 28719993.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6624 N/A 31427ULE1 2055-02-01 5.5 29547906.75 28555852.21 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL6165 N/A 31427TZ74 2052-04-01 2.5 30873794.69 24459142.94 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4900 N/A 31427SNS3 2056-01-01 4 8780906.70 7695219.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0441 N/A 31427MP39 2054-11-01 5.5 27833643.55 26710794.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6119 N/A 31418FYR2 2056-07-01 5.5 29160802.88 27981847.84 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5583 N/A 31418FFZ5 2055-01-01 4 27807560.97 24371720.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6176 N/A 31418F2J5 2056-09-01 5.5 25643179.31 24634903.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3357 N/A 3140Y9WT7 2056-09-01 5 28911075.00 26922940.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC0547 N/A 3140Y6TD2 2055-06-01 4.5 30793459.20 27864754.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8501 N/A 3140XQNT0 2054-01-01 5.5 27003390.30 26116289.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4009 N/A 3140XKN30 2053-03-01 5.5 27835953.16 27020904.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6977 N/A 3140W7XF2 2052-06-01 2 33396720.00 25321062.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6522 N/A 3140W7G87 2052-08-01 3 34058741.57 28355321.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5091 N/A 3140W5UR3 2056-03-01 5 28732863.86 26819478.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5298 N/A 3140W53G7 2056-03-01 6.5 24269365.41 24578001.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3520 N/A 3140W34E6 2055-11-01 5.5 25289263.25 24394037.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4722 N/A 3140M6G80 2054-07-01 6 27072138.14 26786590.25 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 32330774.26 25531608.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6724 N/A 31427UPJ6 2056-08-01 5.5 25434514.50 24428695.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0166 N/A 3142J6FG3 2056-10-01 5.5 26176340.25 25118045.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3081 N/A 3130G2J35 2056-09-01 6 24582698.53 24400204.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6565 N/A 3142GXJK4 2056-05-01 5 28841177.72 26865204.56 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-06 2026-10-06 2026-10-06 Y Bank of Montreal 1.0000 6 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0395 600000000.00 600000000.00 .0034 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.900%, 10/1/2026 3.900 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MA8942 M N/A 36179X5B8 2053-06-20 2.5 594914.98 482847.21 Agency Mortgage-Backed Securities GNMA GNII SF DQ7623 C N/A 3618N1PG7 2056-03-20 6.5 411311.72 420413.27 Agency Mortgage-Backed Securities GNMA GNII SF DQ7978 C N/A 3618N12K3 2056-03-20 6.5 109839.93 112265.97 Agency Mortgage-Backed Securities GNMA GNII SF DQ4935 C N/A 3618MXPU7 2056-04-20 6.5 298310.12 306659.86 Agency Mortgage-Backed Securities GNMA GNII SF DQ4555 C N/A 3618MXBY4 2056-02-20 5 573200.00 533791.22 Agency Mortgage-Backed Securities GNMA GNII SF DQ4129 C N/A 3618MWSS1 2056-04-20 6.5 336096.39 343505.33 Agency Mortgage-Backed Securities GNMA GNII SF DQ2369 C N/A 3618MUT21 2056-02-20 6.5 190748.90 196903.24 Agency Mortgage-Backed Securities GNMA GNII SF DQ2183 C N/A 3618MUM85 2056-02-20 4.5 258777.19 229470.15 Agency Mortgage-Backed Securities GNMA GNII SF DQ2048 C N/A 3618MUHZ1 2056-02-20 6.5 228144.70 233880.28 Agency Mortgage-Backed Securities GNMA GNII SF DP8539 C N/A 3618MPPY6 2056-02-20 7 150628.81 156186.25 Agency Mortgage-Backed Securities GNMA GNII SF DP7786 C N/A 3618MNUK5 2056-01-20 5 200994.93 187176.89 Agency Mortgage-Backed Securities GNMA GNII SF DP6110 C N/A 3618MLYF6 2056-03-20 6.5 345670.36 353306.60 Agency Mortgage-Backed Securities GNMA GNII SF DP5664 C N/A 3618MLJH9 2056-08-20 5.5 156320.25 150153.03 Agency Mortgage-Backed Securities GNMA GNII SF CY7215 C N/A 3618G7AQ6 2054-02-20 8 99695.71 103579.50 Agency Mortgage-Backed Securities GNMA GNII SF AY6491 C N/A 36196WF85 2047-03-20 4 258665.10 226444.28 Agency Mortgage-Backed Securities GNMA GNII SF DL9012 C N/A 3618LMAM6 2055-08-20 7 101104.29 104377.02 Agency Mortgage-Backed Securities GNMA GNII SF DP6066 C N/A 3618MLW35 2056-01-20 6.5 245317.29 250738.10 Agency Mortgage-Backed Securities GNMA GNII SF DT8396 C N/A 3618W8KH5 2056-08-20 6.5 282535.05 293702.84 Agency Mortgage-Backed Securities GNMA GNII SF DU2740 C N/A 3618WEBH2 2056-08-20 7 494978.78 527783.44 Agency Mortgage-Backed Securities GNMA GNII SF DV0189 C N/A 3618WPF67 2056-08-20 6.5 159650.82 161212.71 Agency Mortgage-Backed Securities GNMA GNII SF MB0428 M N/A 3618N5PN3 2055-06-20 7.5 103966.96 107261.85 Agency Mortgage-Backed Securities GNMA GNII SF DQ9343 C N/A 3618N3LY8 2056-07-20 6.5 250460.79 255982.23 Agency Mortgage-Backed Securities GNMA GNII SF DT8399 C N/A 3618W8KL6 2056-08-20 6.5 410278.50 426484.55 Agency Mortgage-Backed Securities GNMA GNII SF DP5665 C N/A 3618MLJJ5 2056-09-20 6 221657.70 222810.84 Agency Mortgage-Backed Securities GNMA GNII SF DU2416 C N/A 3618WDVH2 2056-08-20 6.5 233368.77 238530.45 Agency Mortgage-Backed Securities GNMA GNII SF MB1341 M N/A 3618N6P35 2056-08-20 4 134244.75 116234.37 Agency Mortgage-Backed Securities GNMA GNII SF DR7376 C N/A 3618VGFR2 2056-05-20 6 32256.00 32073.57 Agency Mortgage-Backed Securities GNMA GNII SF DS0311 C N/A 3618VLKY0 2056-09-20 5.5 194272.35 188649.24 Agency Mortgage-Backed Securities GNMA GNII SF DT3199 C N/A 3618W2RU2 2056-07-20 6.5 152806.15 156188.23 Agency Mortgage-Backed Securities GNMA GNII SF DU2871 C N/A 3618WEFL9 2056-09-20 6.5 512327.70 523656.35 Agency Mortgage-Backed Securities GNMA GNII SF DP5512 C N/A 3618MLDR3 2056-08-20 6.5 255283.49 260926.56 Agency Mortgage-Backed Securities GNMA GNII SF DP3302 C N/A 3618MHU36 2056-01-20 7.5 192126.55 205878.90 Agency Mortgage-Backed Securities GNMA GNII SF DP3301 C N/A 3618MHU28 2056-01-20 7.5 202085.39 216550.80 Agency Mortgage-Backed Securities GNMA GNII SF DP3074 C N/A 3618MHMX9 2056-01-20 6.5 224531.30 231155.22 Agency Mortgage-Backed Securities GNMA GNII SF DP1895 C N/A 3618MGC87 2056-06-20 5 189245.63 176478.51 Agency Mortgage-Backed Securities GNMA GNII SF CR9728 C N/A 3618AQYZ4 2053-12-20 8 96858.64 98485.33 Agency Mortgage-Backed Securities GNMA GNII SF CQ2783 C N/A 3618A5CU5 2041-09-20 4.5 78374.43 71342.67 Agency Mortgage-Backed Securities GNMA GNII SF CG3422 C N/A 3617WGYT8 2051-09-20 2.5 174376.97 140034.97 Agency Mortgage-Backed Securities GNMA GNII SF BN8603 C N/A 3617KCRY7 2049-05-20 5 33050.74 31007.60 Agency Mortgage-Backed Securities GNMA GNII SF BF9517 C N/A 3617GGSE6 2048-04-20 4 525417.02 459140.51 Agency Mortgage-Backed Securities GNMA GNII SF BE6814 C N/A 3617G1SB5 2048-02-20 4 232583.06 203246.48 Agency Mortgage-Backed Securities GNMA GNII SF CO5097 C N/A 3617FGUW4 2052-07-20 4.5 192711.38 173601.15 Agency Mortgage-Backed Securities GNMA GNMI SF CO1908 X N/A 3617FDDM2 2052-08-15 6 180860.89 189043.64 Agency Mortgage-Backed Securities GNMA GNII SF MA9725 M N/A 36179YYW8 2054-06-20 5.5 318195.24 308102.27 Agency Mortgage-Backed Securities GNMA GNII SF MA9673 M N/A 36179YXA7 2054-05-20 8 60927.70 61205.50 Agency Mortgage-Backed Securities GNMA GNII SF MA9669 M N/A 36179YW67 2054-05-20 6 64818.92 64475.47 Agency Mortgage-Backed Securities GNMA GNII SF MA9609 M N/A 36179YVA9 2054-04-20 7.5 433835.88 448200.91 Agency Mortgage-Backed Securities GNMA GNII SF MA9607 M N/A 36179YU85 2054-04-20 6.5 52409.23 53065.19 Agency Mortgage-Backed Securities GNMA GNII SF MA9546 M N/A 36179YTB0 2054-03-20 8 480154.13 493065.20 Agency Mortgage-Backed Securities GNMA GNII SF DN6310 C N/A 3618M9AK8 2056-01-20 6.5 309443.78 318105.45 Agency Mortgage-Backed Securities GNMA GNII SF DN5023 C N/A 3618M7SL1 2055-10-20 4.5 699766.73 618331.37 Agency Mortgage-Backed Securities GNMA GNII SF DN3640 C N/A 3618M6BH0 2055-10-20 7 149040.67 157446.25 Agency Mortgage-Backed Securities GNMA GNII SF DN3069 C N/A 3618M5MS6 2055-11-20 7 348627.46 360921.42 Agency Mortgage-Backed Securities GNMA GNII SF DN2129 C N/A 3618M4LJ0 2055-11-20 7 107994.92 111801.73 Agency Mortgage-Backed Securities GNMA GNII SF DN1527 C N/A 3618M3VU6 2052-10-20 7 259394.89 266249.11 Agency Mortgage-Backed Securities GNMA GNII SF DL7682 C N/A 3618LKRB6 2055-09-20 7 276981.26 292547.02 Agency Mortgage-Backed Securities GNMA GNII SF MB0656 M N/A 3618N5WS4 2040-10-20 4.5 33286.37 31685.47 Agency Mortgage-Backed Securities GNMA GNII SF DG4209 C N/A 3618K0VA8 2055-02-20 7 229964.16 242932.97 Agency Mortgage-Backed Securities GNMA GNII SF MB1342 M N/A 3618N6P43 2056-08-20 4.5 163347.32 146562.57 Agency Mortgage-Backed Securities GNMA GNII SF DS3432 C N/A 3618VPY59 2056-06-20 6 20929.00 20872.92 Agency Mortgage-Backed Securities GNMA GNII SF DR9632 C N/A 3618VJVZ0 2056-06-20 6 33457.18 33433.91 Agency Mortgage-Backed Securities GNMA GNII SF DU5893 C N/A 3618WHRN5 2056-08-20 5.5 53989.87 52026.56 Agency Mortgage-Backed Securities GNMA GNII SF DT1348 C N/A 3618W0P95 2056-08-20 6.5 200664.90 202628.23 Agency Mortgage-Backed Securities GNMA GNII SF DT9378 C N/A 3618W9M32 2056-09-20 6.5 207234.75 210801.08 Agency Mortgage-Backed Securities GNMA GNII SF DS3452 C N/A 3618VPZR0 2056-06-20 6.5 210776.93 219095.05 Agency Mortgage-Backed Securities GNMA GNII SF DT8048 C N/A 3618W75H4 2056-08-20 6.5 195181.90 199496.81 Agency Mortgage-Backed Securities GNMA GNII SF DT4257 C N/A 3618W3WS9 2056-07-20 6.5 158358.19 159907.42 Agency Mortgage-Backed Securities GNMA GNII SF MB0206 M N/A 3618N5GQ6 2055-02-20 6 78902.16 78582.87 Agency Mortgage-Backed Securities GNMA GNII SF DL7621 C N/A 3618LKPE2 2055-08-20 7 237442.68 245560.58 Agency Mortgage-Backed Securities GNMA GNII SF DL7618 C N/A 3618LKPB8 2055-08-20 7 211186.15 223083.72 Agency Mortgage-Backed Securities GNMA GNII SF DL1737 C N/A 3618LC4W3 2055-09-20 6.5 162980.11 166737.80 Agency Mortgage-Backed Securities GNMA GNII SF DK1258 C N/A 3618L0MF6 2056-06-20 6 25867.19 25720.92 Agency Mortgage-Backed Securities GNMA GNII SF MA9423 M N/A 36179YPG3 2054-01-20 5.5 100081.41 97272.18 Agency Mortgage-Backed Securities GNMA GNII SF MA9367 M N/A 36179YMQ4 2053-12-20 8 70960.52 72775.29 Agency Mortgage-Backed Securities GNMA GNII SF MA9365 M N/A 36179YMN1 2053-12-20 7 237381.63 245388.25 Agency Mortgage-Backed Securities GNMA GNII SF MA9364 M N/A 36179YMM3 2053-12-20 6.5 45208.19 45959.82 Agency Mortgage-Backed Securities GNMA GNII SF MA9246 M N/A 36179YHX5 2053-10-20 8 157803.24 163338.42 Agency Mortgage-Backed Securities GNMA GNII SF MB1344 M N/A 3618N6P68 2056-08-20 5.5 78072.65 75063.46 Agency Mortgage-Backed Securities GNMA GNII SF DU6713 C N/A 3618WJN62 2056-09-20 5.5 156632.70 151981.89 Agency Mortgage-Backed Securities GNMA GNII SF DT8402 C N/A 3618W8KP7 2056-09-20 6 326363.70 329827.51 Agency Mortgage-Backed Securities GNMA GNII SF DM7258 C N/A 3618LXB33 2055-09-20 7 145373.26 154272.41 Agency Mortgage-Backed Securities GNMA GNII SF CT7799 C N/A 3618BDUY9 2056-07-20 6.5 416936.56 433357.65 Agency Mortgage-Backed Securities GNMA GNII SF DU5934 C N/A 3618WHSX2 2056-08-20 6.5 159085.63 162603.35 Agency Mortgage-Backed Securities GNMA GNII SF DT2546 C N/A 3618W1ZK7 2056-08-20 6.5 155230.61 158492.17 Agency Mortgage-Backed Securities GNMA GNII SF DU3266 C N/A 3618WETX8 2056-09-20 6.5 255420.75 261071.45 Agency Mortgage-Backed Securities GNMA GNII SF DM8612 C N/A 3618LYR91 2055-10-20 7.5 133982.72 141644.21 Agency Mortgage-Backed Securities GNMA GNII SF MB0682 M N/A 3618N5XL8 2055-10-20 3.5 35401.65 29587.97 Agency Mortgage-Backed Securities GNMA GNII SF DJ1494 C N/A 3618KMUT0 2055-05-20 7 203138.22 212764.11 Agency Mortgage-Backed Securities GNMA GNII SF MB1349 M N/A 3618N6QB6 2056-08-20 8 51247.91 53087.94 Agency Mortgage-Backed Securities GNMA GNII SF DQ7624 C N/A 3618N1PH5 2056-03-20 6.5 393300.62 401999.29 Agency Mortgage-Backed Securities GNMA GNII SF DV6285 C N/A 3618WV6W7 2056-09-20 6.5 161629.65 165205.40 Agency Mortgage-Backed Securities GNMA GNII SF MA9243 M N/A 36179YHU1 2053-10-20 6.5 79403.73 80854.92 Agency Mortgage-Backed Securities GNMA GNII SF MA9855 M N/A 36179Y5Q3 2054-08-20 7.5 244711.74 252180.26 Agency Mortgage-Backed Securities GNMA GNII SF DJ5489 C N/A 3618KSC26 2055-04-20 7 154401.29 161477.18 Agency Mortgage-Backed Securities GNMA GNII SF DJ3096 C N/A 3618KPNM6 2055-08-20 7 228714.94 242719.36 Agency Mortgage-Backed Securities GNMA GNII SF DJ2479 C N/A 3618KNXG3 2056-02-20 7 307761.43 318670.31 Agency Mortgage-Backed Securities GNMA GNII SF DJ2122 C N/A 3618KNLB7 2055-05-20 7 123326.66 130281.90 Agency Mortgage-Backed Securities GNMA GNII SF DF7553 C N/A 3618JRMA1 2054-11-20 6 189200.40 190586.92 Agency Mortgage-Backed Securities GNMA GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 130932.44 105414.21 Agency Mortgage-Backed Securities GNMA GNII SF MA7706 M N/A 36179WR34 2051-11-20 3 26597.14 22228.73 Agency Mortgage-Backed Securities GNMA GNII SF MA7589 M N/A 36179WNE4 2051-09-20 2.5 66005.97 53145.62 Agency Mortgage-Backed Securities GNMA GNII SF MA7588 M N/A 36179WND6 2051-09-20 2 106598.05 82261.62 Agency Mortgage-Backed Securities GNMA GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 110464.31 92315.76 Agency Mortgage-Backed Securities GNMA GNII SF MA7472 M N/A 36179WJR0 2051-07-20 2.5 2926.37 2359.51 Agency Mortgage-Backed Securities GNMA GNII SF MA8100 M N/A 36179W7M4 2052-06-20 4 82677.12 73571.99 Agency Mortgage-Backed Securities GNMA GNII SF MA7988 M N/A 36179W2V9 2052-04-20 3 80892.22 67600.55 Agency Mortgage-Backed Securities GNMA GNII SF MA7053 M N/A 36179VZS2 2050-12-20 3 84372.39 70556.56 Agency Mortgage-Backed Securities GNMA GNII SF MA6935 M N/A 36179VV49 2050-10-20 4.5 34258.91 31818.14 Agency Mortgage-Backed Securities GNMA GNII SF MB0480 M N/A 3618N5RA9 2055-07-20 3 92049.06 76920.22 Agency Mortgage-Backed Securities GNMA GNII SF DO7334 C N/A 3618V4EF6 2055-12-20 7 139471.86 144387.80 Agency Mortgage-Backed Securities GNMA GNII SF DS7318 C N/A 3618VUDX0 2056-07-20 6.5 264156.19 266740.72 Agency Mortgage-Backed Securities GNMA GNII SF DQ7682 C N/A 3618N1RB6 2056-04-20 6.5 168832.47 173704.32 Agency Mortgage-Backed Securities GNMA GNII SF DR4090 C N/A 3618VCRK3 2056-05-20 6 55417.12 55378.57 Agency Mortgage-Backed Securities GNMA GNII SF DT0350 C N/A 3618VYL70 2056-06-20 6.5 165074.46 166689.40 Agency Mortgage-Backed Securities GNMA GNII SF DV0432 C N/A 3618WPPR0 2056-09-20 6.5 373284.00 380706.42 Agency Mortgage-Backed Securities GNMA GNII SF MB1147 M N/A 3618N6HZ3 2054-05-20 7.5 120361.19 124777.92 Agency Mortgage-Backed Securities GNMA GNII ET DU7377 C N/A 3618WKFS0 2066-09-20 6.5 8160206.40 8239059.38 Agency Mortgage-Backed Securities GNMA GNII SF DE6810 C N/A 3618JCR76 2039-11-20 4 124444.90 115808.58 Agency Mortgage-Backed Securities GNMA GNII SF DN2021 C N/A 3618M4G64 2055-09-20 7 91959.07 96226.43 Agency Mortgage-Backed Securities GNMA GNII SF DS6391 C N/A 3618VTC48 2056-08-20 6 95234.88 97537.31 Agency Mortgage-Backed Securities GNMA GNII SF DS0065 C N/A 3618VLCA1 2056-08-20 6.5 171898.62 175701.55 Agency Mortgage-Backed Securities GNMA GNII SF DR3617 C N/A 3618VCAS4 2056-04-20 5 235662.13 219461.48 Agency Mortgage-Backed Securities GNMA GNII SF DF8867 C N/A 3618JSZ80 2055-02-20 7 190091.90 200220.93 Agency Mortgage-Backed Securities GNMA GNII SF DU4231 C N/A 3618WFVY0 2056-08-20 6 37578.59 37440.61 Agency Mortgage-Backed Securities GNMA GNII SF DU2270 C N/A 3618WDQX3 2056-08-20 6 217925.40 220205.84 Agency Mortgage-Backed Securities GNMA GNII SF DS0025 C N/A 3618VLA21 2056-08-20 6.5 162629.61 166227.48 Agency Mortgage-Backed Securities GNMA GNII SF DT8392 C N/A 3618W8KD4 2056-08-20 6.5 260518.80 270823.39 Agency Mortgage-Backed Securities GNMA GNII SF DR5160 C N/A 3618VDWV1 2056-03-20 6 447425.52 451552.72 Agency Mortgage-Backed Securities GNMA GNII SF DV6282 C N/A 3618WV6T4 2056-09-20 6.5 240660.00 246436.59 Agency Mortgage-Backed Securities GNMA GNII SF MB0815 M N/A 3618N53Z0 2055-12-20 6 191976.34 190166.64 Agency Mortgage-Backed Securities GNMA GNII SF DT1341 C N/A 3618W0P20 2056-08-20 6.5 368620.86 388570.29 Agency Mortgage-Backed Securities GNMA GNII SF DN1999 C N/A 3618M4GG2 2055-11-20 7.5 131533.43 135710.49 Agency Mortgage-Backed Securities GNMA GNII SF DQ5472 C N/A 3618MYCH8 2056-07-20 6.5 391247.42 401365.12 Agency Mortgage-Backed Securities GNMA GNII SF DP2560 C N/A 3618MGZZ2 2056-05-20 6.5 161665.60 170422.07 Agency Mortgage-Backed Securities GNMA GNII SF MA6868 M N/A 36179VTZ3 2050-09-20 4 185615.01 166177.63 Agency Mortgage-Backed Securities GNMA GNII SF MA6866 M N/A 36179VTX8 2050-09-20 3 347529.12 290793.83 Agency Mortgage-Backed Securities GNMA GNII SF MA6864 M N/A 36179VTV2 2050-09-20 2 645791.39 502600.78 Agency Mortgage-Backed Securities GNMA GNII SF MA6869 M N/A 36179VT26 2050-09-20 4.5 125488.32 116647.67 Agency Mortgage-Backed Securities GNMA GNII SF MA6766 M N/A 36179VQT0 2050-07-20 3 107533.66 89819.07 Agency Mortgage-Backed Securities GNMA GNII SF MA6710 M N/A 36179VN30 2050-06-20 3 38333.68 32015.01 Agency Mortgage-Backed Securities GNMA GNII SF MA6657 M N/A 36179VME7 2050-05-20 3.5 63548.54 54909.08 Agency Mortgage-Backed Securities GNMA GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 50365.13 42111.08 Agency Mortgage-Backed Securities GNMA GNII SF MA7193 M N/A 36179V7E4 2051-02-20 2.5 182497.42 146968.99 Agency Mortgage-Backed Securities GNMA GNII SF MA6038 M N/A 36179UV74 2049-07-20 3 54946.21 45973.09 Agency Mortgage-Backed Securities GNMA GNII SF MA5711 M N/A 36179UKY7 2049-01-20 4.5 67386.45 62332.13 Agency Mortgage-Backed Securities GNMA GNII SF MA5653 M N/A 36179UH62 2048-12-20 5 40016.04 38456.93 Agency Mortgage-Backed Securities GNMA GNII SF MA5527 M N/A 36179UD82 2048-10-20 3.5 31583.69 27479.69 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M N/A 36179U6U1 2049-11-20 3 124607.94 104269.02 Agency Mortgage-Backed Securities GNMA GNII SF MA6218 M N/A 36179U4B5 2049-10-20 3 26660.10 22313.88 Agency Mortgage-Backed Securities GNMA GNII SF MA5019 M N/A 36179TSG1 2048-02-20 3.5 72821.96 63382.74 Agency Mortgage-Backed Securities GNMA GNII SF MA5018 M N/A 36179TSF3 2048-02-20 3 205416.64 173292.49 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M N/A 36179SQV2 2046-11-20 3 140487.25 119471.15 Agency Mortgage-Backed Securities GNMA GNII SF MA6819 M N/A 36179VSG6 2050-08-20 2.5 583044.75 472291.83 Agency Mortgage-Backed Securities GNMA GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 596417.35 460255.93 Agency Mortgage-Backed Securities GNMA GNII SF MA7474 M N/A 36179WJT6 2051-07-20 3.5 46579.90 39923.60 Agency Mortgage-Backed Securities GNMA GNII SF CO2502 C N/A 3617FDX73 2052-06-20 4.5 390657.70 351914.61 Agency Mortgage-Backed Securities GNMA GNII SF MA6867 M N/A 36179VTY6 2050-09-20 3.5 161081.44 138877.73 Agency Mortgage-Backed Securities GNMA GNII SF MA7590 M N/A 36179WNF1 2051-09-20 3 259307.69 216629.70 Agency Mortgage-Backed Securities GNMA GNII SF MA6865 M N/A 36179VTW0 2050-09-20 2.5 214064.69 173443.97 Agency Mortgage-Backed Securities GNMA GNII SF CK6093 C N/A 3617Y1XW3 2043-11-20 3 142656.48 119165.19 Agency Mortgage-Backed Securities GNMA GNII SF DK1257 C N/A 3618L0ME9 2056-06-20 6 24285.86 24148.53 Agency Mortgage-Backed Securities GNMA GNII SF DU8198 C N/A 3618WLDB7 2056-09-20 6.5 153732.15 157133.34 Agency Mortgage-Backed Securities GNMA GNII SF DS0912 C N/A 3618VMAM5 2056-08-20 6 49301.11 49465.60 Agency Mortgage-Backed Securities GNMA GNII SF DU2865 C N/A 3618WEFE5 2056-09-20 6 578975.70 580907.36 Agency Mortgage-Backed Securities GNMA GNII SF MB0309 M N/A 3618N5KX6 2055-04-20 6 84976.45 84339.41 Agency Mortgage-Backed Securities GNMA GNII SF DU3650 C N/A 3618WFBT3 2056-08-20 5 269046.30 249219.68 Agency Mortgage-Backed Securities GNMA GNII SF MB1143 M N/A 3618N6HV2 2056-05-20 5.5 133366.77 128226.49 Agency Mortgage-Backed Securities GNMA GNII SF DT0147 C N/A 3618VYEU7 2056-08-20 6 51166.39 51130.79 Agency Mortgage-Backed Securities GNMA GNII SF DU5825 C N/A 3618WHPJ6 2056-09-20 5.5 155946.30 151048.27 Agency Mortgage-Backed Securities GNMA GNII SF DS5955 C N/A 3618VSTL4 2056-06-20 6 192668.28 196366.80 Agency Mortgage-Backed Securities GNMA GNII SF DU9881 C N/A 3618WM6S6 2056-09-20 6.5 295056.75 301577.24 Agency Mortgage-Backed Securities GNMA GNII SF MB1318 M N/A 3618N6PC5 2041-08-20 4 109416.20 101688.16 Agency Mortgage-Backed Securities GNMA GNII SF DU2811 C N/A 3618WEDQ0 2056-07-20 7 249263.12 258154.31 Agency Mortgage-Backed Securities GNMA GNII SF DR6361 C N/A 3618VFB64 2056-05-20 6 36809.09 36673.94 Agency Mortgage-Backed Securities GNMA GNII SF DV7431 C N/A 3618WXHG6 2056-09-20 6.5 273931.35 279579.84 Agency Mortgage-Backed Securities GNMA GNII SF DU2136 C N/A 3618WDLR1 2056-08-20 5 447740.49 414327.30 Agency Mortgage-Backed Securities GNMA GNII SF MB1071 M N/A 3618N6FM4 2056-04-20 5.5 502631.12 483649.54 Agency Mortgage-Backed Securities GNMA GNII SF DV0710 C N/A 3618WPYF6 2056-09-20 6.5 314053.05 320976.70 Agency Mortgage-Backed Securities GNMA GNII SF DU5827 C N/A 3618WHPL1 2056-09-20 5.5 151857.30 147819.04 Agency Mortgage-Backed Securities GNMA GNII SF DU5795 C N/A 3618WHNL3 2056-09-20 6.5 165915.60 170323.50 Agency Mortgage-Backed Securities GNMA GNII SF MB1320 M N/A 3618N6PE1 2041-08-20 5 196973.24 191234.97 Agency Mortgage-Backed Securities GNMA GNII SF DV3676 C N/A 3618WTCM7 2056-07-20 6.5 269033.25 274981.87 Agency Mortgage-Backed Securities GNMA GNII SF DU6156 C N/A 3618WHZV8 2056-09-20 6.5 260495.85 266254.40 Agency Mortgage-Backed Securities GNMA GNII SF DV7433 C N/A 3618WXHJ0 2056-09-20 6.5 212705.25 216759.01 Agency Mortgage-Backed Securities GNMA GNII SF DU6542 C N/A 3618WJHT9 2056-09-20 6 320845.50 324163.15 Agency Mortgage-Backed Securities GNMA GNII SF DS3338 C N/A 3618VPV78 2056-05-20 6.5 256042.60 258547.49 Agency Mortgage-Backed Securities GNMA GNII SF MA4195 M N/A 36179SUU9 2047-01-20 3 42103.55 35805.48 Agency Mortgage-Backed Securities GNMA GNII SF CY7219 C N/A 3618G7AU7 2054-02-20 8 157894.39 161717.71 Agency Mortgage-Backed Securities GNMA GNII SF DD5565 C N/A 3618HYFE8 2054-07-20 8 50703.03 52684.42 Agency Mortgage-Backed Securities GNMA GNII SF MA8877 M N/A 36179X2J4 2053-05-20 4.5 583591.16 535634.56 Agency Mortgage-Backed Securities GNMA GNII SF DB9425 C N/A 3618HCPJ4 2054-05-20 8 85734.19 89070.23 Agency Mortgage-Backed Securities GNMA GNII SF MA7534 M N/A 36179WLP1 2051-08-20 2.5 284175.17 228818.10 Agency Mortgage-Backed Securities GNMA GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 25109.25 24419.69 Agency Mortgage-Backed Securities GNMA GNII SF CY7217 C N/A 3618G7AS2 2054-02-20 8 80686.43 82700.56 Agency Mortgage-Backed Securities GNMA GNII SF MA9671 M N/A 36179YW83 2054-05-20 7 59609.16 61585.56 Agency Mortgage-Backed Securities GNMA GNII SF MA9309 M N/A 36179YKW3 2053-11-20 7.5 30233.45 31211.85 Agency Mortgage-Backed Securities GNMA GNII SF MA6906 M N/A 36179VU73 2035-10-20 2.5 29533.91 27010.85 Agency Mortgage-Backed Securities GNMA GNII SF CQ7569 C N/A 3618AAMS8 2041-06-20 4.5 149696.27 138139.87 Agency Mortgage-Backed Securities GNMA GNII SF CO6405 C N/A 3617FJDJ6 2052-07-20 4.5 407286.63 366846.32 Agency Mortgage-Backed Securities GNMA GNII SF MA7826 M N/A 36179WVT2 2052-01-20 2 391633.10 302215.87 Agency Mortgage-Backed Securities GNMA GNII SF MA6039 M N/A 36179UV82 2049-07-20 3.5 31589.32 27361.58 Agency Mortgage-Backed Securities GNMA GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 175024.63 164728.42 Agency Mortgage-Backed Securities GNMA GNII SF CY7218 C N/A 3618G7AT0 2054-02-20 8 95125.39 97662.04 Agency Mortgage-Backed Securities GNMA GNII SF MA9853 M N/A 36179Y5N0 2054-08-20 6.5 53554.20 54233.91 Agency Mortgage-Backed Securities GNMA GNII SF CS2423 C N/A 3618AUVQ8 2053-02-20 7 36788.48 37564.34 Agency Mortgage-Backed Securities GNMA GNII SF MA9493 M N/A 36179YRN6 2054-02-20 8 251062.61 258706.07 Agency Mortgage-Backed Securities GNMA GNII SF MA8346 M N/A 36179XHX7 2052-10-20 4 108090.56 96186.78 Agency Mortgage-Backed Securities GNMA GNII SF CM2632 C N/A 3617YM4R0 2036-09-20 6 92940.63 93220.50 Agency Mortgage-Backed Securities GNMA GNII SF MA3033 M N/A 36179RLN7 2045-08-20 3 38261.47 32536.20 Agency Mortgage-Backed Securities GNMA GNII SF MA5985 M N/A 36179UUJ9 2049-06-20 3.5 59703.57 51731.68 Agency Mortgage-Backed Securities GNMA GNII SF MA9490 M N/A 36179YRK2 2054-02-20 6.5 108061.79 109922.20 Agency Mortgage-Backed Securities GNMA GNII SF BZ6216 C N/A 3617U13Z3 2050-12-20 2.5 324079.68 258782.13 Agency Mortgage-Backed Securities GNMA GNII SF DV1009 C N/A 3618WQDN0 2056-09-20 6.5 260938.95 266707.56 Agency Mortgage-Backed Securities GNMA GNII SF DT0460 C N/A 3618VYQM2 2056-08-20 6 32128.82 32042.75 Agency Mortgage-Backed Securities GNMA GNII SF DU2413 C N/A 3618WDVE9 2056-08-20 5 174425.37 161408.67 Agency Mortgage-Backed Securities GNMA GNII SF DN1064 C N/A 3618M3FD2 2055-10-20 6 156352.87 157558.09 Agency Mortgage-Backed Securities GNMA GNII SF DT7747 C N/A 3618W7TC9 2056-08-20 6 113762.07 113682.93 Agency Mortgage-Backed Securities GNMA GNII SF DU8890 C N/A 3618WL2X1 2056-08-20 6 611263.95 619195.91 Agency Mortgage-Backed Securities GNMA GNII SF DO1084 C N/A 3618NWFZ8 2056-03-20 4.5 561195.34 499208.51 Agency Mortgage-Backed Securities GNMA GNII SF DS8385 C N/A 3618VVJ61 2056-09-20 6.5 442100.40 451885.46 Agency Mortgage-Backed Securities GNMA GNII SF DQ2232 C N/A 3618MUPR0 2056-04-20 4.5 520583.00 463082.52 Agency Mortgage-Backed Securities GNMA GNII SF DS2012 C N/A 3618VNGV7 2056-08-20 6 91999.50 94223.71 Agency Mortgage-Backed Securities GNMA GNII SF DV0450 C N/A 3618WPQB4 2056-09-20 6 380798.70 382280.90 Agency Mortgage-Backed Securities GNMA GNII SF DT6241 C N/A 3618W55A3 2056-06-20 6 484696.14 482916.98 Agency Mortgage-Backed Securities GNMA GNII SF DT1528 C N/A 3618W0VV9 2056-07-20 6.5 38658.06 39512.33 Agency Mortgage-Backed Securities GNMA GNII SF DR7362 C N/A 3618VGFB7 2056-05-20 6 289704.82 290941.67 Agency Mortgage-Backed Securities GNMA GNII SF DT9394 C N/A 3618W9NK3 2056-09-20 6.5 526790.55 541536.00 Agency Mortgage-Backed Securities GNMA GNII SF DT1530 C N/A 3618W0VX5 2056-07-20 6.5 614002.57 627583.76 Agency Mortgage-Backed Securities GNMA GNII SF DT7752 C N/A 3618W7TH8 2056-08-20 6 541618.09 541241.31 Agency Mortgage-Backed Securities GNMA GNII SF DU6053 C N/A 3618WHWN9 2056-08-20 6.5 259415.78 268522.86 Agency Mortgage-Backed Securities GNMA GNII SF DS3253 C N/A 3618VPTJ5 2056-05-20 6.5 201650.29 203598.26 Agency Mortgage-Backed Securities GNMA GNII SF DR7923 C N/A 3618VGYU4 2056-05-20 6 23661.68 23645.22 Agency Mortgage-Backed Securities GNMA GNII SF DV0487 C N/A 3618WPRG2 2056-09-20 6.5 328725.90 335470.73 Agency Mortgage-Backed Securities GNMA GNII SF DS6730 C N/A 3618VTPP7 2056-06-20 6.5 222878.33 225031.36 Agency Mortgage-Backed Securities GNMA GNII SF DO1682 C N/A 3618NW2P4 2055-10-20 4.5 197348.92 176000.11 Agency Mortgage-Backed Securities GNMA GNII SF DN8513 C N/A 3618MBN60 2055-12-20 5.5 252935.30 242836.75 Agency Mortgage-Backed Securities GNMA GNII SF DS7455 C N/A 3618VUH81 2056-08-20 6.5 367516.93 371112.75 Agency Mortgage-Backed Securities GNMA GNII SF DV1930 C N/A 3618WREB3 2056-09-20 6.5 502515.75 507370.11 Agency Mortgage-Backed Securities GNMA GNII SF DU9024 C N/A 3618WMAZ5 2056-09-20 6 211646.85 214393.25 Agency Mortgage-Backed Securities GNMA GNII SF DT5957 C N/A 3618W5TN9 2056-06-20 6 325711.50 324515.92 Agency Mortgage-Backed Securities GNMA GNII SF DQ4625 C N/A 3618MXD63 2056-04-20 6.5 212542.87 220912.62 Agency Mortgage-Backed Securities GNMA GNII SF DT8903 C N/A 3618W83L5 2056-08-20 6.5 197612.25 208316.33 Agency Mortgage-Backed Securities GNMA GNII SF DT7810 C N/A 3618W7VB8 2056-09-20 5.5 188224.05 182634.84 Agency Mortgage-Backed Securities GNMA GNII SF DV0438 C N/A 3618WPPX7 2056-09-20 6 311093.25 312304.13 Agency Mortgage-Backed Securities GNMA GNII SF MB0748 M N/A 3618N5ZN2 2055-11-20 6.5 116835.36 118114.25 Agency Mortgage-Backed Securities GNMA GNII SF DT1197 C N/A 3618W0KJ8 2056-08-20 6.5 191025.17 198276.89 Agency Mortgage-Backed Securities GNMA GNII SF DT1366 C N/A 3618W0QT0 2056-09-20 6.5 247297.95 260686.69 Agency Mortgage-Backed Securities GNMA GNII SF DV2272 C N/A 3618WRQZ7 2056-09-20 6.5 187850.10 198022.20 Agency Mortgage-Backed Securities GNMA GNII SF DP9061 C N/A 3618MQB60 2056-09-20 6.5 180172.50 184829.26 Agency Mortgage-Backed Securities GNMA GNII SF DS1294 C N/A 3618VMNK5 2056-06-20 6 119276.18 121263.84 Agency Mortgage-Backed Securities GNMA GNII SF DU5319 C N/A 3618WG4C6 2056-09-20 6.5 240322.50 245639.42 Agency Mortgage-Backed Securities GNMA GNII SF DS2682 C N/A 3618VN6T3 2051-05-20 6.5 245944.85 248319.96 Agency Mortgage-Backed Securities GNMA GNII SF DT8350 C N/A 3618W8H30 2056-09-20 6.5 242698.20 252293.54 Agency Mortgage-Backed Securities GNMA GNII ET DT8604 C N/A 3618W8RZ8 2066-08-20 6 5850889.57 5785109.97 Agency Mortgage-Backed Securities GNMA GNII SF DV0154 C N/A 3618WPE35 2056-08-20 6.5 169529.72 173281.77 Agency Mortgage-Backed Securities GNMA GNII SF MB0876 M N/A 3618N56N4 2056-01-20 7.5 99486.38 102557.20 Agency Mortgage-Backed Securities GNMA GNII SF MB0750 M N/A 3618N5ZQ5 2055-11-20 7.5 120527.06 124455.84 Agency Mortgage-Backed Securities GNMA GNII SF DT1369 C N/A 3618W0QW3 2056-09-20 6.5 273014.10 279226.84 Agency Mortgage-Backed Securities GNMA GNCL CL DP6833 N/A 3618MMSW4 2054-03-15 5.71 9195816.00 9023630.99 Agency Mortgage-Backed Securities GNMA GNII SF DF0810 C N/A 3618JH3T3 2056-08-20 6.5 256481.71 266622.00 Agency Mortgage-Backed Securities GNMA GNII SF DT5952 C N/A 3618W5TH2 2056-06-20 6 344108.35 342844.90 Agency Mortgage-Backed Securities GNMA GNII SF DT5897 C N/A 3618W5RS0 2056-08-20 6.5 277466.25 283583.30 Agency Mortgage-Backed Securities GNMA GNII SF DT5878 C N/A 3618W5Q77 2056-09-20 6.5 226757.85 231773.53 Agency Mortgage-Backed Securities GNMA GNII SF DT4811 C N/A 3618W4KY7 2056-09-20 6 294617.40 302107.56 Agency Mortgage-Backed Securities GNMA GNII SF DT4206 C N/A 3618W3U77 2056-08-20 6.5 156743.07 160612.29 Agency Mortgage-Backed Securities GNMA GNII SF DT4204 C N/A 3618W3U51 2056-08-20 6 135444.11 134678.08 Agency Mortgage-Backed Securities GNMA GNII SF DT4172 C N/A 3618W3T53 2056-08-20 6.5 409015.47 412964.97 Agency Mortgage-Backed Securities GNMA GNII SF DT4170 C N/A 3618W3T38 2056-08-20 6.5 599584.32 617221.16 Agency Mortgage-Backed Securities GNMA GNII SF DT3605 C N/A 3618W3AE4 2056-08-20 6.5 280890.37 283950.98 Agency Mortgage-Backed Securities GNMA GNII SF DT3331 C N/A 3618W2VY9 2056-08-20 6.5 528521.35 540450.14 Agency Mortgage-Backed Securities GNMA GNII SF DT3241 C N/A 3618W2S64 2056-08-20 5.5 117728.67 113119.07 Agency Mortgage-Backed Securities GNMA GNII SF DT3200 C N/A 3618W2RV0 2056-07-20 6.5 333177.65 340548.58 Agency Mortgage-Backed Securities GNMA GNII SF DT3166 C N/A 3618W2QT6 2056-07-20 6.5 366051.69 374136.34 Agency Mortgage-Backed Securities GNMA GNII SF DT1531 C N/A 3618W0VY3 2056-07-20 6.5 551931.59 564488.09 Agency Mortgage-Backed Securities GNMA GNII SF DT1529 C N/A 3618W0VW7 2056-07-20 6.5 200302.43 204730.54 Agency Mortgage-Backed Securities GNMA GNII SF DT1370 C N/A 3618W0QX1 2056-09-20 6.5 309515.10 316373.99 Agency Mortgage-Backed Securities GNMA GNII SF DT1368 C N/A 3618W0QV5 2056-09-20 6.5 303790.35 312141.28 Agency Mortgage-Backed Securities GNMA GNII SF DU2501 C N/A 3618WDX64 2056-09-20 6 157703.40 157121.21 Agency Mortgage-Backed Securities GNMA GNII SF DU2030 C N/A 3618WDHF2 2056-09-20 6.5 390419.70 411527.78 Agency Mortgage-Backed Securities GNMA GNII SF DU2005 C N/A 3618WDGN6 2056-08-20 6.5 314285.45 317321.48 Agency Mortgage-Backed Securities GNMA GNII SF DU1896 C N/A 3618WDC91 2056-08-20 5 406116.36 378476.80 Agency Mortgage-Backed Securities GNMA GNII SF DU1775 C N/A 3618WC6L3 2056-07-20 6.5 207914.77 209923.25 Agency Mortgage-Backed Securities GNMA GNII SF DU0308 C N/A 3618WBKV7 2056-06-20 6.5 575947.67 588644.50 Agency Mortgage-Backed Securities GNMA GNII SF DU0263 C N/A 3618WBJG2 2056-08-20 5.5 245020.16 237744.67 Agency Mortgage-Backed Securities GNMA GNII SF DU0250 C N/A 3618WBH33 2056-09-20 6 107914.05 109113.33 Agency Mortgage-Backed Securities GNMA GNII SF DU0249 C N/A 3618WBH25 2056-09-20 6 138484.35 138386.49 Agency Mortgage-Backed Securities GNMA GNII SF DT9419 C N/A 3618W9PC9 2056-09-20 6 499022.25 501773.03 Agency Mortgage-Backed Securities GNMA GNII SF DT9374 C N/A 3618W9MX6 2056-09-20 6.5 248114.40 251790.99 Agency Mortgage-Backed Securities GNMA GNII SF DT9267 C N/A 3618W9JL6 2056-08-20 6.5 192387.51 201968.04 Agency Mortgage-Backed Securities GNMA GNII SF DT9002 C N/A 3618W9AB7 2056-08-20 6 534297.60 533926.44 Agency Mortgage-Backed Securities GNMA GNII SF DT8400 C N/A 3618W8KM4 2056-08-20 6.5 281933.85 293070.55 Agency Mortgage-Backed Securities GNMA GNII SF DT8398 C N/A 3618W8KK8 2056-08-20 6.5 252179.10 262131.12 Agency Mortgage-Backed Securities GNMA GNII SF DT8397 C N/A 3618W8KJ1 2056-08-20 6.5 512134.50 532370.01 Agency Mortgage-Backed Securities GNMA GNII SF DT8395 C N/A 3618W8KG7 2056-08-20 6.5 318483.75 331075.04 Agency Mortgage-Backed Securities GNMA GNII SF DT8393 C N/A 3618W8KE2 2056-08-20 6.5 278505.60 289519.14 Agency Mortgage-Backed Securities GNMA GNII SF DT8343 C N/A 3618W8HU0 2056-08-20 6.5 194862.34 203261.71 Agency Mortgage-Backed Securities GNMA GNII SF DT8337 C N/A 3618W8HN6 2056-08-20 6.5 173783.63 181078.05 Agency Mortgage-Backed Securities GNMA GNII SF DT8298 C N/A 3618W8GF4 2056-08-20 6.5 432229.53 448224.23 Agency Mortgage-Backed Securities GNMA GNII SF DT8219 C N/A 3618W8DY6 2056-08-20 6.5 157485.33 164091.54 Agency Mortgage-Backed Securities GNMA GNII SF DT8941 C N/A 3618W85A7 2056-09-20 6 496004.70 495659.65 Agency Mortgage-Backed Securities GNMA GNII SF DT8902 C N/A 3618W83K7 2056-08-20 6.5 302430.58 318815.70 Agency Mortgage-Backed Securities GNMA GNII SF DT8891 C N/A 3618W82Y8 2056-08-20 6 529630.30 539796.73 Agency Mortgage-Backed Securities GNMA GNII SF DT7768 C N/A 3618W7TZ8 2056-08-20 6.5 151451.27 154803.51 Agency Mortgage-Backed Securities GNMA GNII SF DT7751 C N/A 3618W7TG0 2056-08-20 6 53078.56 52778.42 Agency Mortgage-Backed Securities GNMA GNII SF DT7736 C N/A 3618W7SZ9 2056-08-20 6.5 158599.98 162108.86 Agency Mortgage-Backed Securities GNMA GNII SF DT7735 C N/A 3618W7SY2 2056-08-20 6.5 439230.99 449224.43 Agency Mortgage-Backed Securities GNMA GNII SF DT7739 C N/A 3618W7S48 2056-08-20 6.5 219587.74 224442.41 Agency Mortgage-Backed Securities GNMA GNII SF DT7738 C N/A 3618W7S30 2056-08-20 6.5 276834.37 282955.76 Agency Mortgage-Backed Securities GNMA GNII SF DT7737 C N/A 3618W7S22 2056-08-20 6.5 249605.21 255126.50 Agency Mortgage-Backed Securities GNMA GNII SF DT7387 C N/A 3618W7F42 2056-09-20 6.5 462361.05 472553.85 Agency Mortgage-Backed Securities GNMA GNII SF DT7386 C N/A 3618W7F34 2056-09-20 6.5 403393.20 412305.41 Agency Mortgage-Backed Securities GNMA GNII SF DT8047 C N/A 3618W75G6 2056-08-20 6.5 169847.25 173604.80 Agency Mortgage-Backed Securities GNMA GNII SF DT6776 C N/A 3618W6Q59 2056-09-20 6 362881.95 362629.50 Agency Mortgage-Backed Securities GNMA GNII SF DU6874 C N/A 3618WJT74 2056-09-20 5.5 464825.40 451023.60 Agency Mortgage-Backed Securities GNMA GNII SF DU6697 C N/A 3618WJNN5 2056-09-20 6.5 160978.80 164527.76 Agency Mortgage-Backed Securities GNMA GNII SF DU6578 C N/A 3618WJJX8 2056-08-20 6 247999.50 247826.97 Agency Mortgage-Backed Securities GNMA GNII SF DU6509 C N/A 3618WJGS2 2056-09-20 6.5 213972.45 218689.92 Agency Mortgage-Backed Securities GNMA GNII SF DU7161 C N/A 3618WJ5W5 2056-09-20 6.5 199562.10 203974.04 Agency Mortgage-Backed Securities GNMA GNII SF DU6155 C N/A 3618WHZU0 2056-09-20 6.5 161043.45 165189.69 Agency Mortgage-Backed Securities GNMA GNII SF DU6123 C N/A 3618WHYU1 2056-09-20 6.5 219214.05 231081.45 Agency Mortgage-Backed Securities GNMA GNII SF DU5936 C N/A 3618WHSZ7 2056-08-20 6.5 149881.50 153194.80 Agency Mortgage-Backed Securities GNMA GNII SF DU5930 C N/A 3618WHST1 2056-08-20 6.5 167512.28 171217.00 Agency Mortgage-Backed Securities GNMA GNII SF DU5923 C N/A 3618WHSL8 2056-08-20 6.5 151842.51 155203.41 Agency Mortgage-Backed Securities GNMA GNII SF DU5944 C N/A 3618WHS95 2056-08-20 5.5 255975.87 248375.32 Agency Mortgage-Backed Securities GNMA GNII SF DU5888 C N/A 3618WHRH8 2056-08-20 5.5 249866.46 240458.63 Agency Mortgage-Backed Securities GNMA GNII SF DU5826 C N/A 3618WHPK3 2056-09-20 5.5 391861.05 380831.55 Agency Mortgage-Backed Securities GNMA GNII SF DU5821 C N/A 3618WHPE7 2056-09-20 5.5 277629.90 270247.32 Agency Mortgage-Backed Securities GNMA GNII SF DU5789 C N/A 3618WHNE9 2056-09-20 5.5 282810.30 273927.95 Agency Mortgage-Backed Securities GNMA GNII SF DU6194 C N/A 3618WH3B7 2056-09-20 6.5 337591.95 349443.49 Agency Mortgage-Backed Securities GNMA GNII SF DU5140 C N/A 3618WGV93 2056-09-20 6 408587.85 403490.44 Agency Mortgage-Backed Securities GNMA GNII SF DU5139 C N/A 3618WGV85 2056-09-20 5.5 482271.00 461274.64 Agency Mortgage-Backed Securities GNMA GNII SF DT1230 C N/A 3618W0LK4 2056-08-20 6.5 272702.95 283055.33 Agency Mortgage-Backed Securities GNMA GNII SF DT1195 C N/A 3618W0KG4 2056-07-20 6.5 173772.01 175472.22 Agency Mortgage-Backed Securities GNMA GNII SF DT1110 C N/A 3618W0GT1 2056-06-20 6.5 330061.72 333290.75 Agency Mortgage-Backed Securities GNMA GNII SF DT1074 C N/A 3618W0FP0 2056-07-20 6.5 303233.20 306162.47 Agency Mortgage-Backed Securities GNMA GNII SF DT0476 C N/A 3618VYQ59 2056-08-20 6.5 199597.90 201525.83 Agency Mortgage-Backed Securities GNMA GNII SF DT0401 C N/A 3618VYNS2 2056-08-20 6.5 186296.54 190417.82 Agency Mortgage-Backed Securities GNMA GNII SF DT0785 C N/A 3618VY2S5 2056-08-20 6.5 160867.41 164627.87 Agency Mortgage-Backed Securities GNMA GNII SF DS9649 C N/A 3618VWWJ6 2056-06-20 6 562842.31 570825.86 Agency Mortgage-Backed Securities GNMA GNII SF DS9391 C N/A 3618VWNG2 2056-07-20 6.5 409462.39 413417.84 Agency Mortgage-Backed Securities GNMA GNII SF DS9126 C N/A 3618VWD73 2056-08-20 6 49490.38 49655.50 Agency Mortgage-Backed Securities GNMA GNII SF DS8387 C N/A 3618VVJ87 2056-09-20 6.5 492912.75 503779.56 Agency Mortgage-Backed Securities GNMA GNII SF DS8384 C N/A 3618VVJ53 2056-09-20 6.5 399807.60 409404.23 Agency Mortgage-Backed Securities GNMA GNII SF DS8383 C N/A 3618VVJ46 2056-09-20 6.5 266436.00 274324.40 Agency Mortgage-Backed Securities GNMA GNII SF DS8989 C N/A 3618VV7A5 2056-08-20 6 317164.06 320411.93 Agency Mortgage-Backed Securities GNMA GNII SF DS7768 C N/A 3618VUTZ8 2056-06-20 6 166330.86 169515.15 Agency Mortgage-Backed Securities GNMA GNII SF DS7062 C N/A 3618VTZ35 2056-07-20 6.5 201515.69 203487.34 Agency Mortgage-Backed Securities GNMA GNII SF DS6827 C N/A 3618VTSQ2 2056-06-20 6.5 264956.18 267515.69 Agency Mortgage-Backed Securities GNMA GNII SF DU4216 C N/A 3618WFVH7 2056-08-20 6.5 345608.24 353226.86 Agency Mortgage-Backed Securities GNMA GNII SF DU4122 C N/A 3618WFSK4 2056-09-20 6.5 307725.75 313009.44 Agency Mortgage-Backed Securities GNMA GNII SF DU4091 C N/A 3618WFRL3 2056-09-20 6 263770.05 261552.62 Agency Mortgage-Backed Securities GNMA GNII SF DU4075 C N/A 3618WFQ42 2056-09-20 6 211478.10 211330.98 Agency Mortgage-Backed Securities GNMA GNII SF DU3649 C N/A 3618WFBS5 2056-09-20 6.5 369801.45 373373.77 Agency Mortgage-Backed Securities GNMA GNII SF DU4496 C N/A 3618WF7H4 2056-08-20 6.5 425219.99 429327.67 Agency Mortgage-Backed Securities GNMA GNII SF DU3340 C N/A 3618WEV98 2056-08-20 6.5 170295.48 174169.38 Agency Mortgage-Backed Securities GNMA GNII SF DU3339 C N/A 3618WEV80 2056-08-20 6.5 372588.37 381297.67 Agency Mortgage-Backed Securities GNMA GNII SF DU3291 C N/A 3618WEUQ1 2056-08-20 6.5 204043.56 208552.74 Agency Mortgage-Backed Securities GNMA GNII SF DU3265 C N/A 3618WETW0 2056-09-20 6.5 213995.10 218863.51 Agency Mortgage-Backed Securities GNMA GNII SF DU3275 C N/A 3618WET83 2056-09-20 6.5 183715.05 187778.66 Agency Mortgage-Backed Securities GNMA GNII SF DU2872 C N/A 3618WEFM7 2056-09-20 6.5 489192.75 499997.60 Agency Mortgage-Backed Securities GNMA GNII SF DU2870 C N/A 3618WEFK1 2056-09-20 6.5 508037.85 519277.74 Agency Mortgage-Backed Securities GNMA GNII SF DU2868 C N/A 3618WEFH8 2056-09-20 6 538835.85 538455.07 Agency Mortgage-Backed Securities GNMA GNII SF DU2809 C N/A 3618WEDN7 2056-08-20 6.5 354445.19 362278.11 Agency Mortgage-Backed Securities GNMA GNII SF DU2743 C N/A 3618WEBL3 2056-08-20 6.5 282343.80 288767.44 Agency Mortgage-Backed Securities GNMA GNII SF DU2728 C N/A 3618WEA59 2056-09-20 7.5 243156.00 262211.33 Agency Mortgage-Backed Securities GNMA GNII SF DU3583 C N/A 3618WE6U9 2056-08-20 6.5 222510.67 224687.74 Agency Mortgage-Backed Securities GNMA GNII SF DU2508 C N/A 3618WDYD8 2056-09-20 6.5 496582.35 507568.30 Agency Mortgage-Backed Securities GNMA GNII SF DT1376 C N/A 3618W0Q52 2056-09-20 6.5 200790.00 202754.55 Agency Mortgage-Backed Securities GNMA GNII SP 783521 M N/A 36241L4E3 2041-11-20 4 68605.91 62634.46 Agency Mortgage-Backed Securities GNMA GNII SP 788859 C N/A 3622AEWU6 2056-09-20 5.5 560899.50 549460.27 Agency Mortgage-Backed Securities GNMA GNII JP 786610 M N/A 3622ACGT1 2037-12-20 2.5 30570.56 27510.11 Agency Mortgage-Backed Securities GNMA GNII SP 785219 C N/A 3622AAVL5 2050-12-20 2 524182.51 399546.64 Agency Mortgage-Backed Securities GNMA GNMI SP 783639 X N/A 3622A2BG6 2042-06-15 4 104812.76 93754.10 Agency Mortgage-Backed Securities GNMA GNMI SP 783657 X N/A 3622A2B27 2041-10-15 4 248590.20 222360.01 Agency Mortgage-Backed Securities GNMA GNII SF 005259 M N/A 36202FZY5 2041-12-20 4 50018.46 45652.96 Agency Mortgage-Backed Securities GNMA GNII SF 003841 M N/A 36202EHS1 2036-04-20 5.5 28766.28 28771.47 Agency Mortgage-Backed Securities GNMA GNII SF AY6447 C N/A 36196WEU7 2047-02-20 4 136748.86 118509.88 Agency Mortgage-Backed Securities GNMA GNII SF DV7435 C N/A 3618WXHL5 2056-09-20 6.5 255141.15 259206.34 Agency Mortgage-Backed Securities GNMA GNII SF DV7434 C N/A 3618WXHK7 2056-09-20 6.5 189474.90 193026.25 Agency Mortgage-Backed Securities GNMA GNII SF DV7432 C N/A 3618WXHH4 2056-09-20 6.5 302254.35 308297.96 Agency Mortgage-Backed Securities GNMA GNII SF DV7430 C N/A 3618WXHF8 2056-09-20 6.5 201272.25 205366.75 Agency Mortgage-Backed Securities GNMA GNII SF DV6289 C N/A 3618WV7A4 2056-09-20 6.5 208979.40 213601.84 Agency Mortgage-Backed Securities GNMA GNII SF DV6284 C N/A 3618WV6V9 2056-09-20 6.5 195149.70 199468.19 Agency Mortgage-Backed Securities GNMA GNII SF DV6283 C N/A 3618WV6U1 2056-09-20 6.5 196786.35 201141.84 Agency Mortgage-Backed Securities GNMA GNII SF DV3680 C N/A 3618WTCR6 2056-09-20 6.5 425502.15 442261.02 Agency Mortgage-Backed Securities GNMA GNII SF DV3332 C N/A 3618WSVZ9 2056-09-20 6 266113.35 265925.30 Agency Mortgage-Backed Securities GNMA GNII SF DV3330 C N/A 3618WSVX4 2056-09-20 6 276165.00 275969.84 Agency Mortgage-Backed Securities GNMA GNII SF DV3316 C N/A 3618WSVH9 2056-09-20 5 377875.50 349676.84 Agency Mortgage-Backed Securities GNMA GNII SF DV3315 C N/A 3618WSVG1 2056-09-20 6.5 367428.60 381899.45 Agency Mortgage-Backed Securities GNMA GNII SF DV3337 C N/A 3618WSV63 2056-09-20 5.5 591357.15 565612.75 Agency Mortgage-Backed Securities GNMA GNII SF DV3166 C N/A 3618WSQT9 2056-09-20 6.5 198532.05 206379.05 Agency Mortgage-Backed Securities GNMA GNII SF DV2433 C N/A 3618WRV24 2056-09-20 6.5 381374.85 402009.94 Agency Mortgage-Backed Securities GNMA GNII SF DV1931 C N/A 3618WREC1 2053-09-20 6.5 350317.50 354141.60 Agency Mortgage-Backed Securities GNMA GNII SF DV1831 C N/A 3618WRA84 2053-09-20 6.5 535540.50 540713.34 Agency Mortgage-Backed Securities GNMA GNII SF DV1830 C N/A 3618WRA76 2056-09-20 6.5 326106.30 329256.52 Agency Mortgage-Backed Securities GNMA GNII SF DV1424 C N/A 3618WQSM6 2056-09-20 6.5 351748.05 355145.97 Agency Mortgage-Backed Securities GNMA GNII SF DV1008 C N/A 3618WQDM2 2056-09-20 6.5 276602.55 282718.26 Agency Mortgage-Backed Securities GNMA GNII SF DV1007 C N/A 3618WQDL4 2056-09-20 6.5 194674.05 199102.91 Agency Mortgage-Backed Securities GNMA GNII SF DV1005 C N/A 3618WQDJ9 2056-09-20 6 499763.85 510570.91 Agency Mortgage-Backed Securities GNMA GNII SF DV0486 C N/A 3618WPRF4 2056-09-20 6.5 513201.15 523410.32 Agency Mortgage-Backed Securities GNMA GNII SF DV0436 C N/A 3618WPPV1 2056-09-20 6.5 233685.30 238334.26 Agency Mortgage-Backed Securities GNMA GNII SF DV0435 C N/A 3618WPPU3 2056-09-20 6.5 226635.00 231142.57 Agency Mortgage-Backed Securities GNMA GNII SF DV0434 C N/A 3618WPPT6 2056-09-20 6.5 251817.30 256823.71 Agency Mortgage-Backed Securities GNMA GNII SF DV0430 C N/A 3618WPPP4 2056-09-20 6.5 465574.50 477966.75 Agency Mortgage-Backed Securities GNMA GNII SF DV0428 C N/A 3618WPPM1 2056-09-20 6.5 391393.50 401524.37 Agency Mortgage-Backed Securities GNMA GNII SF DV0180 C N/A 3618WPFV2 2056-07-20 6.5 266137.57 268708.23 Agency Mortgage-Backed Securities GNMA GNII SF DV0155 C N/A 3618WPE43 2056-08-20 6.5 149953.81 153272.16 Agency Mortgage-Backed Securities GNMA GNII SF DV0081 C N/A 3618WPCS2 2056-09-20 6 160687.05 159986.35 Agency Mortgage-Backed Securities GNMA GNII SF DU9687 C N/A 3618WMXQ0 2056-08-20 6 54172.07 54251.72 Agency Mortgage-Backed Securities GNMA GNII SF DU9701 C N/A 3618WMX64 2056-09-20 6 161201.10 161088.96 Agency Mortgage-Backed Securities GNMA GNII SF DU9031 C N/A 3618WMA85 2056-09-20 6 197638.50 200203.12 Agency Mortgage-Backed Securities GNMA GNII SF DU9880 C N/A 3618WM6R8 2056-09-20 6.5 265631.10 271503.44 Agency Mortgage-Backed Securities GNMA GNII SF DU8658 C N/A 3618WLTP9 2056-06-20 6.5 345654.30 364355.96 Agency Mortgage-Backed Securities GNMA GNII SF DU8652 C N/A 3618WLTH7 2056-09-20 6 613730.10 611463.80 Agency Mortgage-Backed Securities GNMA GNII SF DU8650 C N/A 3618WLTF1 2056-09-20 6.5 308621.25 315443.97 Agency Mortgage-Backed Securities GNMA GNII SF DU8647 C N/A 3618WLTC8 2056-09-20 6 534486.30 537300.01 Agency Mortgage-Backed Securities GNMA GNII SF DU8644 C N/A 3618WLS96 2056-09-20 6 455253.45 458329.75 Agency Mortgage-Backed Securities GNMA GNII SF DU8268 C N/A 3618WLFH2 2056-07-20 6 187234.95 186640.54 Agency Mortgage-Backed Securities GNMA GNII SF DU8217 C N/A 3618WLDW1 2056-09-20 6.5 352254.15 360042.88 Agency Mortgage-Backed Securities GNMA GNII SF DU8212 C N/A 3618WLDR2 2056-09-20 6.5 412380.15 416874.73 Agency Mortgage-Backed Securities GNMA GNII SF DU8204 C N/A 3618WLDH4 2056-09-20 6.5 156221.25 159677.35 Agency Mortgage-Backed Securities GNMA GNII SF DU8157 C N/A 3618WLB29 2056-09-20 6.5 177632.70 181674.22 Agency Mortgage-Backed Securities GNMA GNII SF DU7728 C N/A 3618WKSR8 2056-09-20 6.5 174116.55 178078.07 Agency Mortgage-Backed Securities GNMA GNII SF DU7039 C N/A 3618WJZC6 2053-08-20 6.5 605513.48 611362.20 Agency Mortgage-Backed Securities GNMA GNII SF DR7468 C N/A 3618VGJM9 2056-05-20 6.5 398137.61 401983.66 Agency Mortgage-Backed Securities GNMA GNII SF DR6796 C N/A 3618VFRR1 2056-05-20 6.5 386687.70 390423.14 Agency Mortgage-Backed Securities GNMA GNII SF DR6372 C N/A 3618VFCH9 2056-05-20 6 65943.66 65701.54 Agency Mortgage-Backed Securities GNMA GNII SF DR6341 C N/A 3618VFBJ6 2056-05-20 6 70839.82 70579.72 Agency Mortgage-Backed Securities GNMA GNII SF DR5081 C N/A 3618VDUE1 2056-09-20 6 94739.85 94120.38 Agency Mortgage-Backed Securities GNMA GNII SF DR5080 C N/A 3618VDUD3 2056-09-20 6 437628.45 434256.67 Agency Mortgage-Backed Securities GNMA GNII SF DR3764 C N/A 3618VCFD2 2056-04-20 6.5 197712.50 202081.77 Agency Mortgage-Backed Securities GNMA GNII SF DR3409 C N/A 3618VBYE1 2056-05-20 6 182961.57 185381.67 Agency Mortgage-Backed Securities GNMA GNII SF DR3161 C N/A 3618VBQN0 2056-05-20 5 385554.72 359546.27 Agency Mortgage-Backed Securities GNMA GNII SF DR2492 C N/A 3618VAXV6 2056-05-20 6.5 359215.39 362684.01 Agency Mortgage-Backed Securities GNMA GNII SF DR1943 C N/A 3618VAEQ8 2056-08-20 6.5 164616.59 168257.76 Agency Mortgage-Backed Securities GNMA GNII SF DR0714 C N/A 3618V8YK4 2056-03-20 5 547952.52 510280.66 Agency Mortgage-Backed Securities GNMA GNII SF DR0731 C N/A 3618V8Y40 2056-03-20 4.5 271406.32 241971.49 Agency Mortgage-Backed Securities GNMA GNII SF DO7543 C N/A 3618V4LY7 2055-12-20 7 221669.75 229231.32 Agency Mortgage-Backed Securities GNMA GNII SF DO5560 C N/A 3618V2E94 2055-12-20 5 300371.66 279773.01 Agency Mortgage-Backed Securities GNMA GNII SF DO6202 C N/A 3618V23K1 2055-12-20 7 261176.86 269853.13 Agency Mortgage-Backed Securities GNMA GNII SF DO1353 C N/A 3618NWQE3 2056-08-20 6 23982.19 23965.50 Agency Mortgage-Backed Securities GNMA GNII SF DI5693 C N/A 3618NPKE4 2055-03-20 7 217728.11 229982.05 Agency Mortgage-Backed Securities GNMA GNII SF DI2389 C N/A 3618NKUN4 2055-04-20 7 279767.64 294675.03 Agency Mortgage-Backed Securities GNMA GNII SF DI1593 C N/A 3618NJXW4 2055-04-20 7 204631.66 214345.09 Agency Mortgage-Backed Securities GNMA GNII SF DI0005 C N/A 3618NHAE3 2055-03-20 7 65048.55 67493.07 Agency Mortgage-Backed Securities GNMA GNII SF DS6389 C N/A 3618VTC22 2056-08-20 6 92200.26 94543.84 Agency Mortgage-Backed Securities GNMA GNII SF DS6044 C N/A 3618VSWD8 2056-06-20 6 335386.58 338821.39 Agency Mortgage-Backed Securities GNMA GNII SF DS5994 C N/A 3618VSUT5 2056-06-20 6.5 223160.51 225316.27 Agency Mortgage-Backed Securities GNMA GNII SF DS5992 C N/A 3618VSUR9 2056-06-20 6 249640.74 252197.39 Agency Mortgage-Backed Securities GNMA GNII SF DS4563 C N/A 3618VRB84 2056-06-20 6.5 234880.44 244131.47 Agency Mortgage-Backed Securities GNMA GNII SF DS4000 C N/A 3618VQNR1 2056-05-20 8 189348.59 196163.14 Agency Mortgage-Backed Securities GNMA GNII SF DS3421 C N/A 3618VPYS9 2056-06-20 6.5 162223.49 163810.70 Agency Mortgage-Backed Securities GNMA GNII SF DS3300 C N/A 3618VPUZ7 2056-06-20 6.5 291487.97 294339.92 Agency Mortgage-Backed Securities GNMA GNII SF DS2306 C N/A 3618VNR37 2056-04-20 6.5 438507.65 462246.75 Agency Mortgage-Backed Securities GNMA GNII SF DS2037 C N/A 3618VNHN4 2056-05-20 6 396504.13 404115.55 Agency Mortgage-Backed Securities GNMA GNII SF DS2013 C N/A 3618VNGW5 2056-08-20 6 135765.78 138878.93 Agency Mortgage-Backed Securities GNMA GNII SF DS2681 C N/A 3618VN6S5 2056-05-20 6.5 210492.17 212551.65 Agency Mortgage-Backed Securities GNMA GNII SF DS0920 C N/A 3618VMAV5 2056-08-20 6.5 211415.70 216490.55 Agency Mortgage-Backed Securities GNMA GNII SF DS0913 C N/A 3618VMAN3 2056-08-20 6 54021.80 54101.23 Agency Mortgage-Backed Securities GNMA GNII SF DS0931 C N/A 3618VMA86 2056-08-20 6.5 188365.37 190208.36 Agency Mortgage-Backed Securities GNMA GNII SF DS0300 C N/A 3618VLKM6 2056-09-20 6 151636.05 153698.35 Agency Mortgage-Backed Securities GNMA GNII SF DS0248 C N/A 3618VLHZ1 2056-09-20 6.5 189322.80 193508.18 Agency Mortgage-Backed Securities GNMA GNII SF DS0247 C N/A 3618VLHY4 2056-09-20 6.5 194869.95 199178.74 Agency Mortgage-Backed Securities GNMA GNII SF DS0195 C N/A 3618VLGC3 2056-09-20 6.5 205789.35 210339.38 Agency Mortgage-Backed Securities GNMA GNII SF DR9316 C N/A 3618VJK58 2056-06-20 6.5 271528.96 274151.96 Agency Mortgage-Backed Securities GNMA GNII SF DR8454 C N/A 3618VHMB7 2056-04-20 6.5 233402.15 241615.60 Agency Mortgage-Backed Securities GNMA GNII SF DR7790 C N/A 3618VGUP9 2056-05-20 6.5 456568.18 460978.67 Agency Mortgage-Backed Securities GNMA GNII JM MB1401 M N/A 3618N6RX7 2056-09-20 5.5 8718963.00 8341584.97 Agency Mortgage-Backed Securities GNMA GNII SF MB1389 M N/A 3618N6RK5 2041-12-20 6 114493.80 114227.41 Agency Mortgage-Backed Securities GNMA GNII SF MB1387 M N/A 3618N6RH2 2041-09-20 5 228400.35 222045.75 Agency Mortgage-Backed Securities GNMA GNII SF MB1385 M N/A 3618N6RF6 2041-09-20 4 60000.00 55773.73 Agency Mortgage-Backed Securities GNMA GNII SF MB1410 M N/A 3618N6R82 2056-09-20 4 450000.00 389624.50 Agency Mortgage-Backed Securities GNMA GNII SF MB1348 M N/A 3618N6QA8 2053-11-20 7.5 100193.49 103598.23 Agency Mortgage-Backed Securities GNMA GNII SF MB1319 M N/A 3618N6PD3 2041-08-20 4.5 239270.74 227514.17 Agency Mortgage-Backed Securities GNMA GNII SF MB1340 M N/A 3618N6P27 2056-08-20 3.5 694428.61 580382.21 Agency Mortgage-Backed Securities GNMA GNII SF MB1290 M N/A 3618N6NG8 2056-06-20 8 48429.56 50117.44 Agency Mortgage-Backed Securities GNMA GNII SF MB1281 M N/A 3618N6M79 2056-07-20 3.5 60000.01 50146.18 Agency Mortgage-Backed Securities GNMA GNII SF MB1222 M N/A 3618N6LC9 2053-12-20 8 55678.85 59315.37 Agency Mortgage-Backed Securities GNMA GNII SF MB1192 M N/A 3618N6KE6 2041-06-20 4.5 392012.81 372483.13 Agency Mortgage-Backed Securities GNMA GNII SF MB1217 M N/A 3618N6K71 2056-06-20 5.5 643971.80 619150.91 Agency Mortgage-Backed Securities GNMA GNII SF MB1215 M N/A 3618N6K55 2056-06-20 4.5 210438.48 188814.87 Agency Mortgage-Backed Securities GNMA GNII SF MB1148 M N/A 3618N6H26 2056-05-20 8 156195.14 161658.60 Agency Mortgage-Backed Securities GNMA GNII SF MB1076 M N/A 3618N6FS1 2056-04-20 8 115007.38 119030.15 Agency Mortgage-Backed Securities GNMA GNII SF MB1001 M N/A 3618N6DF1 2056-01-20 7.5 122493.09 126007.50 Agency Mortgage-Backed Securities GNMA GNII SF DE5037 C N/A 3618JAS20 2054-08-20 7.5 72412.83 77536.59 Agency Mortgage-Backed Securities GNMA GNII SF DE3285 C N/A 3618J8UJ5 2051-08-20 7 22224.73 22830.33 Agency Mortgage-Backed Securities GNMA GNII SF DB9404 C N/A 3618HCNV9 2054-04-20 8 46993.65 48128.09 Agency Mortgage-Backed Securities GNMA GNII SF DB4099 C N/A 3618H6RU0 2054-06-20 7.5 99735.54 107781.47 Agency Mortgage-Backed Securities GNMA GNII SF DA0220 C N/A 3618GPG56 2054-01-20 8.5 109805.65 117997.73 Agency Mortgage-Backed Securities GNMA GNII SF CZ1367 C N/A 3618GCQU9 2054-04-20 8 168845.39 175430.94 Agency Mortgage-Backed Securities GNMA GNII SF CZ0246 C N/A 3618GBHX5 2053-12-20 7 247832.86 256516.41 Agency Mortgage-Backed Securities GNMA GNII SF CZ0154 C N/A 3618GBE34 2053-11-20 8 546504.54 554979.97 Agency Mortgage-Backed Securities GNMA GNII SF CY7216 C N/A 3618G7AR4 2054-01-20 8 115965.03 119055.55 Agency Mortgage-Backed Securities GNMA GNII SF CY7214 C N/A 3618G7AP8 2054-01-20 8 64423.69 66032.45 Agency Mortgage-Backed Securities GNMA GNII SF CY3718 C N/A 3618G3DX7 2053-12-20 8 73403.70 74633.03 Agency Mortgage-Backed Securities GNMA GNII SF CY3024 C N/A 3618G2LD4 2053-12-20 8 29194.90 29683.19 Agency Mortgage-Backed Securities GNMA GNII SF CX4342 C N/A 3618FQZF2 2053-11-20 8 60305.37 61318.77 Agency Mortgage-Backed Securities GNMA GNII SF CV5776 C N/A 3618F2MZ5 2053-12-20 8 79179.28 80506.68 Agency Mortgage-Backed Securities GNMA GNII SF CV5777 C N/A 3618F2M28 2053-12-20 8 129581.95 131826.24 Agency Mortgage-Backed Securities GNMA GNII SF CV5750 C N/A 3618F2L78 2053-12-20 8 125613.44 127785.73 Agency Mortgage-Backed Securities GNMA GNII SF CS3929 C N/A 3618AWLJ1 2053-01-20 5 107151.52 100814.55 Agency Mortgage-Backed Securities GNMA GNII SF CS3928 C N/A 3618AWLH5 2053-03-20 5.5 273632.58 264090.07 Agency Mortgage-Backed Securities GNMA GNII SF MB0716 M N/A 3618N5YN3 2040-11-20 4.5 34718.74 33048.91 Agency Mortgage-Backed Securities GNMA GNII SF MB0689 M N/A 3618N5XT1 2055-10-20 7 36396.05 37444.48 Agency Mortgage-Backed Securities GNMA GNII SF MB0627 M N/A 3618N5VV8 2055-09-20 7.5 213616.36 220468.89 Agency Mortgage-Backed Securities GNMA GNII SF MB0560 M N/A 3618N5TS8 2055-08-20 7.5 423878.48 437841.75 Agency Mortgage-Backed Securities GNMA GNII SF MB0559 M N/A 3618N5TR0 2055-08-20 7 66687.48 68529.92 Agency Mortgage-Backed Securities GNMA GNII SF MB0525 M N/A 3618N5SP5 2040-08-20 3.5 66402.92 60034.97 Agency Mortgage-Backed Securities GNMA GNII SF MB0424 M N/A 3618N5PJ2 2055-06-20 5.5 220696.04 212779.79 Agency Mortgage-Backed Securities GNMA GNII SF MB0262 M N/A 3618N5JG5 2055-03-20 7 108338.73 111642.62 Agency Mortgage-Backed Securities GNMA GNII SF MA9488 M N/A 36179YRH9 2054-02-20 5.5 501120.23 485219.96 Agency Mortgage-Backed Securities GNMA GNII SF MA9427 M N/A 36179YPL2 2054-01-20 7.5 154830.41 160011.30 Agency Mortgage-Backed Securities GNMA GNII SF MA9426 M N/A 36179YPK4 2054-01-20 7 482588.31 498844.25 Agency Mortgage-Backed Securities GNMA GNII SF MB0258 M N/A 3618N5JC4 2055-03-20 5 52092.14 48829.91 Agency Mortgage-Backed Securities GNMA GNII SF MB0150 M N/A 3618N5EY1 2055-01-20 7 28189.11 29064.24 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 90305.97 84860.77 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 506444.54 487356.92 Agency Mortgage-Backed Securities GNMA GNII SF MB0818 M N/A 3618N54C0 2055-12-20 7.5 26673.97 27596.27 Agency Mortgage-Backed Securities GNMA GNII SF MB0817 M N/A 3618N54B2 2055-12-20 7 83020.89 85321.14 Agency Mortgage-Backed Securities GNMA GNII SF DQ9375 C N/A 3618N3MY7 2056-06-20 6 32782.11 32759.31 Agency Mortgage-Backed Securities GNMA GNII SF DQ8593 C N/A 3618N2RN8 2056-03-20 6.5 202069.51 210028.04 Agency Mortgage-Backed Securities GNMA GNII SF MA8799 M N/A 36179XX43 2053-04-20 4.5 205112.09 188416.58 Agency Mortgage-Backed Securities GNMA GNII SF MA8572 M N/A 36179XQZ2 2053-01-20 6.5 50460.88 51452.74 Agency Mortgage-Backed Securities GNMA GNII SF MA8570 M N/A 36179XQX7 2053-01-20 5.5 125837.94 122368.66 Agency Mortgage-Backed Securities GNMA GNII SF MA8569 M N/A 36179XQW9 2053-01-20 5 99623.94 95179.00 Agency Mortgage-Backed Securities GNMA GNII SF MA8429 M N/A 36179XLJ3 2052-11-20 5.5 40134.05 39029.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8347 M N/A 36179XHY5 2052-10-20 4.5 85261.99 78166.06 Agency Mortgage-Backed Securities GNMA GNII SF MA8270 M N/A 36179XFK7 2052-09-20 5.5 33436.63 32536.17 Agency Mortgage-Backed Securities GNMA GNII SF MA8269 M N/A 36179XFJ0 2052-09-20 5 49736.61 47142.19 Agency Mortgage-Backed Securities GNMA GNII SF MA8268 M N/A 36179XFH4 2052-09-20 4.5 332489.71 306164.84 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M N/A 36179XDF0 2052-08-20 5 119021.45 113101.66 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 23598.46 20999.57 Agency Mortgage-Backed Securities GNMA GNII SF MA8949 M N/A 36179X5J1 2053-06-20 6 92141.96 91864.55 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-01 2026-10-01 2026-10-01 N N N .0395 150000000.00 150000000.00 .0008 N Y Y N MUFG Securities Americas Inc. MUFG Securities Americas Inc., REPO, 3.890%, 10/1/2026 3.890 933DPF004 K5HU16E3LMSVCCJJJ255 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MA6764 M N/A 36179VQR4 2050-07-20 2 391.37 305.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 2295.94 2029.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBM1423 N/A 3140J5SM2 2032-05-01 2.5 360.71 340.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 27057.31 24028.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6907 N/A 3140QSU90 2053-08-01 5 72848.15 69488.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5155 N/A 3140XLWR5 2053-07-01 5 81729.44 77520.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM2261 N/A 3140X5QP1 2035-01-01 2.5 29102.82 26994.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL8867 N/A 3138ETZ90 2041-09-01 5 760.24 733.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6681 N/A 3140XNM76 2047-04-01 3.5 4062.58 3572.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7612 N/A 3140QTN62 2053-12-01 6 20314.55 20224.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5534 N/A 31418FEG8 2039-11-01 4.5 2272.70 2165.67 Agency Mortgage-Backed Securities GNMA GNII SF MA3033 M N/A 36179RLN7 2045-08-20 3 15881.28 13504.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4511 N/A 31418EAM2 2052-01-01 2 14366.54 10824.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889996 N/A 31410KXZ2 2038-06-01 5.5 4589.21 4565.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889992 N/A 31410KXV1 2038-06-01 5.5 43406.53 43139.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL889974 N/A 31410KXB5 2035-09-01 5 3816.60 3747.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889733 N/A 31410KPS7 2038-07-01 6 4716.43 4781.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889641 N/A 31410KLW2 2037-08-01 5.5 1289.47 1281.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889633 N/A 31410KLN2 2037-08-01 5.5 42.66 42.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889579 N/A 31410KJY1 2038-05-01 6 2751.85 2800.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM4896 N/A 3140J9NN7 2047-02-01 3 54173.24 47273.50 Agency Mortgage-Backed Securities GNMA GNII SF MB0869 M N/A 3618N56F1 2056-01-20 4 106553.92 92258.88 Agency Mortgage-Backed Securities GNMA GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 616608.53 580335.16 Agency Mortgage-Backed Securities GNMA GNII SF MA9905 M N/A 36180AAE3 2054-09-20 5 84854.62 79736.51 Agency Mortgage-Backed Securities GNMA GNII SF MA9726 M N/A 36179YYX6 2054-06-20 6 66536.02 66164.18 Agency Mortgage-Backed Securities GNMA GNII JM MA5753 M N/A 36179UMA7 2049-02-20 4 16587.70 14171.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS3563 N/A 3140XJ5Z2 2038-06-01 3.5 429.04 391.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC8998 N/A 3140F47L4 2046-11-01 3 708.62 601.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBC6176 N/A 3140F12J0 2031-07-01 2.5 29936.78 28342.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBC6175 N/A 3140F12H4 2031-07-01 2.5 943.85 892.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBC4777 N/A 3140F0JX3 2031-10-01 2.5 19776.43 18684.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4681 N/A 3140J9FX4 2044-05-01 5.5 12906.69 12903.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4600 N/A 3140J9DE8 2042-08-01 4.5 1622.79 1528.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM4153 N/A 3140J8TK9 2033-06-01 3 12408.80 11747.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBM4151 N/A 3140J8TH6 2032-06-01 2.5 78854.63 74391.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3286 N/A 3140J7UL7 2047-11-01 4.5 55194.41 51245.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM3087 N/A 3140J7ND3 2032-12-01 4 38307.87 37254.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBM3061 N/A 3140J7MK8 2032-03-01 2 30932.03 28799.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 10592.98 9572.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL2130 N/A 3138EJLL0 2034-10-01 6 10616.15 10657.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL1371 N/A 3138EHQZ8 2027-01-01 4 110.14 110.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL0909 N/A 3138EHAK8 2040-06-01 5.5 4423.14 4373.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL0677 N/A 3138EGXF6 2041-07-01 5 22655.77 21788.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL0603 N/A 3138EGU51 2039-10-01 6.5 4506.89 4685.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555880 N/A 31385XQ91 2033-11-01 5.5 3492.03 3479.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL761903 N/A 31403YNU3 2034-01-01 5.5 2580.87 2538.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725256 N/A 31402CWR9 2034-02-01 5.5 7001.87 6916.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL779607 N/A 31404VDL9 2034-07-01 5.5 249.65 245.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725715 N/A 31402DGY0 2034-08-01 5.5 483.26 480.33 Agency Mortgage-Backed Securities GNMA GNII SF 003598 M N/A 36202D7K1 2034-08-20 6 318.86 324.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL808438 N/A 31406FEK3 2034-12-01 5.5 350.81 345.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7963 N/A 3140QFZ51 2050-11-01 2.5 27134.88 21573.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5629 N/A 3138WFHF6 2045-08-01 3.5 391.40 343.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7461 N/A 3140XBJF8 2050-08-01 4 2075.79 1850.01 Agency Mortgage-Backed Securities GNMA GNII SF MA8428 M N/A 36179XLH7 2052-11-20 5 94081.67 89091.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL735144 N/A 31402QWD9 2034-09-01 6.5 35.80 36.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL810049 N/A 31406G5J4 2035-03-01 5.5 1059.63 1038.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL797544 N/A 31405SBM5 2035-04-01 6 545.66 544.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4933 N/A 31418EPT1 2053-02-01 3.5 42254.31 36002.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA4899 N/A 31418ENR7 2038-01-01 5 60858.87 59291.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4885 N/A 31418ENB2 2052-11-01 3 3863.98 3184.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA4832 N/A 31418ELN8 2037-12-01 3.5 1356.98 1238.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4847 N/A 31418EL57 2052-11-01 6 21126.13 21075.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6028 N/A 3140QDVW1 2050-06-01 2.5 61213.76 49047.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5385 N/A 3140QC6X9 2050-03-01 4.5 5106.39 4662.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5379 N/A 3140QC6R2 2050-03-01 4.5 83691.16 77035.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4185 N/A 3140QBUK2 2049-09-01 4.5 73279.05 66902.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICA4088 N/A 3140QBRJ9 2034-09-01 3.5 5454.72 5165.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4108 N/A 3140QBR67 2049-09-01 3 4139.10 3484.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3225 N/A 3140QASP6 2049-03-01 4.5 30.77 28.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICA3163 N/A 3140QAQR4 2034-02-01 4.5 2056.22 2004.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CICA3156 N/A 3140QAQJ2 2034-02-01 4 30333.18 29239.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2963 N/A 3140QAJH4 2049-01-01 4.5 28335.69 26039.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA2219 N/A 3140Q9PD9 2048-08-01 5 1839.46 1744.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5696 N/A 3138WFKJ4 2045-08-01 3.5 2250.50 1976.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS5469 N/A 3138WFCF1 2045-07-01 4 18671.50 16933.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS6269 N/A 3138WF6F8 2030-12-01 2.5 713.43 679.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS6234 N/A 3138WF4U7 2045-11-01 4.5 3737.72 3475.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6191 N/A 3138WF2Z8 2045-11-01 3.5 1586.74 1393.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS5170 N/A 3138WEW88 2045-06-01 3 67991.64 58522.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS4884 N/A 3138WENA3 2045-05-01 3 45.41 38.79 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS4750 N/A 3138WEH44 2030-04-01 2.5 22555.43 21688.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAS1719 N/A 3138WA4D6 2044-02-01 5 13485.86 12898.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS0057 N/A 3138W9B33 2028-08-01 2.5 1956.09 1920.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR7399 N/A 3138W5GH5 2043-06-01 3 24721.10 21400.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR6840 N/A 3138W4S69 2043-02-01 3 4222.99 3676.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAR6322 N/A 3138W4AY7 2043-02-01 2.5 12081.40 10089.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR5360 N/A 3138W25W1 2043-02-01 3 5748.83 4963.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR3691 N/A 3138W1C54 2043-02-01 3 7758.63 6708.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3125 N/A 31418CPK4 2032-09-01 3 57824.99 54760.99 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4138 N/A 31418DS45 2050-09-01 1.5 81551.30 58472.64 Agency Mortgage-Backed Securities GNMA GNII SF MA9667 M N/A 36179YW42 2054-05-20 5 205899.14 193980.63 Agency Mortgage-Backed Securities GNMA GNII SF MA9608 M N/A 36179YU93 2054-04-20 7 16999.02 17612.84 Agency Mortgage-Backed Securities GNMA GNII SF MA9601 M N/A 36179YU28 2054-04-20 3.5 3040683.41 2593579.63 Agency Mortgage-Backed Securities GNMA GNII SF MA9421 M N/A 36179YPE8 2054-01-20 4.5 15270450.09 13942760.80 Agency Mortgage-Backed Securities GNMA GNII SF MA9365 M N/A 36179YMN1 2053-12-20 7 9856.39 10188.83 Agency Mortgage-Backed Securities GNMA GNII SF MA9359 M N/A 36179YMG6 2053-12-20 4 148592.78 131647.29 Agency Mortgage-Backed Securities GNMA GNII SF MA9302 M N/A 36179YKP8 2053-11-20 4 28233.63 24998.54 Agency Mortgage-Backed Securities GNMA GNII SF MA9241 M N/A 36179YHS6 2053-10-20 5.5 78010.00 75712.42 Agency Mortgage-Backed Securities GNMA GNII SF MA9240 M N/A 36179YHR8 2053-10-20 5 175041.40 165247.45 Agency Mortgage-Backed Securities GNMA GNII SF MA9169 M N/A 36179YFJ8 2053-09-20 4.5 613079.83 562200.95 Agency Mortgage-Backed Securities GNMA GNII SF MA9102 M N/A 36179YDF8 2053-08-20 3.5 24761.36 21306.54 Agency Mortgage-Backed Securities GNMA GNII SF MA9018 M N/A 36179YAT1 2053-07-20 6 59618.11 59674.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7206 N/A 3140XPAG4 2054-02-01 5.5 14797.09 14330.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3358 N/A 31418CWU4 2048-05-01 4.5 35845.30 33027.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3366 N/A 31418CW42 2028-05-01 3.5 146.64 144.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3286 N/A 31418CUL6 2028-02-01 3 20098.23 19900.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3278 N/A 31418CUC6 2048-02-01 4.5 347.51 318.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3247 N/A 31418CTD6 2033-01-01 3 4347.27 4087.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3245 N/A 31418CTB0 2038-01-01 4.5 26892.73 25924.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 4548.04 3934.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3184 N/A 31418CRE6 2047-11-01 4.5 213.86 196.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3155 N/A 31418CQH0 2032-10-01 3 3106.45 2942.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3060 N/A 31418CMJ0 2032-07-01 3 883.91 838.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA2995 N/A 31418CKH6 2047-05-01 4 289.64 259.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2929 N/A 31418CHF4 2047-03-01 3.5 46.06 40.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2896 N/A 31418CGE8 2047-02-01 3.5 1290.97 1128.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA2883 N/A 31418CFZ2 2027-01-01 3 219.18 218.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2866 N/A 31418CFG4 2037-01-01 3 3609.74 3301.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7229 N/A 3140QTA74 2053-10-01 5.5 5861.26 5679.44 Agency Mortgage-Backed Securities GNMA GNII JP 784354 M N/A 3622A2ZT2 2032-07-20 3.5 141516.71 136315.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 11401.29 8978.09 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M N/A 36179SQV2 2046-11-20 3 151526.39 128858.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS4756 N/A 3140XLJA7 2037-08-01 2.5 1345.58 1216.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL735580 N/A 31402RFV6 2035-06-01 5 749.74 735.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL824324 N/A 31406YYV6 2035-06-01 6 41.52 41.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL255843 N/A 31371MEQ6 2035-09-01 5.5 19.91 19.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL256022 N/A 31371MLB1 2035-12-01 5.5 37.38 37.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL852513 N/A 31408JDS7 2036-01-01 5.5 3602.32 3579.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745257 N/A 31403C5S6 2036-01-01 6 886.18 904.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL852523 N/A 31408JD40 2036-02-01 5.5 3155.00 3109.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2946 N/A 3140XJHY2 2052-10-01 5 11828.06 11152.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1598 N/A 3140XGX46 2052-04-01 2 11701.61 8828.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 2171.21 1912.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 85069.36 75515.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS2506 N/A 3140XHYC5 2037-07-01 4 3072.46 2866.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2018 N/A 3140XHG43 2050-03-01 4.5 70485.40 64838.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1873 N/A 3140XHCK1 2052-05-01 3 5603.35 4676.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1891 N/A 3140XHC54 2050-01-01 4 22636.69 20218.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1485 N/A 3140XGUK3 2046-11-01 3 20742.77 18047.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1475 N/A 3140XGT90 2052-04-01 3.5 18775.25 16154.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1289 N/A 3140XGNF2 2052-03-01 3 45648.41 38685.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1107 N/A 3140XGGR4 2051-12-01 2.5 22764.92 18221.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1097 N/A 3140XGGF0 2052-04-01 3 5976.63 4957.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS1116 N/A 3140XGG29 2047-12-01 5 20872.68 20475.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 25855.49 21635.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1014 N/A 3140XGDU0 2052-02-01 2 12133.36 9333.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1354 N/A 3140Q8QG3 2048-03-01 3.5 16463.25 14313.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0995 N/A 3140Q8C94 2048-01-01 3.5 5473.91 4717.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1711 N/A 3140Q83V5 2048-05-01 4.5 98122.40 90103.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY8678 N/A 3140NRUC8 2053-11-01 5.5 2663.79 2574.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY8469 N/A 3140NRMT0 2053-08-01 5.5 15320.26 14787.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY6934 N/A 3140NPV49 2053-09-01 5.5 21387.23 20685.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBY1455 N/A 3140NHTM0 2053-12-01 3 4848.17 3989.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY1715 N/A 3140NH3Z9 2053-05-01 6 62177.84 61353.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7762 N/A 3140NCTU3 2053-03-01 5 42604.37 39916.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 59742.52 60656.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3315 N/A 31418CVH4 2028-03-01 3 11210.38 11092.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4036 N/A 3140QPPW1 2052-07-01 5 9119.70 8602.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8592 N/A 3140QGRN9 2051-01-01 2.5 16485.83 13227.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3746 N/A 31418DEU2 2049-08-01 4 1853.02 1655.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8248 N/A 3140XCEW4 2051-08-01 2.5 2854.40 2300.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB9594 N/A 31417GUU8 2043-06-01 4 7030.47 6462.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1459 N/A 31418ATR9 2033-06-01 3 220.14 207.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAT9839 N/A 3138WX4Z7 2043-06-01 4 6814.78 6233.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9814 N/A 31417G3Y0 2043-07-01 3 77074.07 67060.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAU3826 N/A 3138X3HC9 2026-12-01 3 44.36 44.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAU3736 N/A 3138X3EJ7 2043-08-01 3 4050.59 3520.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAS0513 N/A 3138W9SB7 2043-08-01 2.5 10974.20 9120.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1607 N/A 31418AYD4 2033-10-01 3 1734.70 1625.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL4309 N/A 3138ELYF4 2028-10-01 4 5414.25 5380.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM8758 N/A 3140XCWU8 2035-03-01 4 46874.07 45238.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3228 N/A 3140X6SS1 2047-09-01 3.5 55590.88 49504.76 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 26190.43 20759.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAL4636 N/A 3138EMEJ6 2028-03-01 2.5 4799.91 4742.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL5145 N/A 3138EMWF4 2033-10-01 4 6394.12 6167.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV4197 N/A 3140MHUX5 2052-04-01 3 5613.11 4664.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5507 N/A 31418FDM6 2039-10-01 5 7056.60 6866.41 Agency Mortgage-Backed Securities GNMA GNII SF MA4197 M N/A 36179SUW5 2047-01-20 4 17063.78 15372.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4191 N/A 3140XKUR9 2053-03-01 5.5 10381.86 10054.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 78456.27 71612.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 57079.62 51947.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 3067.88 2795.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA4640 N/A 31418EEN6 2037-06-01 3.5 527.51 481.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL735141 N/A 31402QWA5 2035-01-01 5.5 13281.84 13215.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL731967 N/A 31402LFG2 2033-09-01 5.5 47.09 47.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL731375 N/A 31402KQ49 2033-08-01 5.5 1881.45 1850.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL731778 N/A 31402K6P4 2033-11-01 5.5 2365.25 2321.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725948 N/A 31402DP95 2034-10-01 5.5 24.58 24.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725425 N/A 31402C4J8 2034-04-01 5.5 739.45 736.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3616 N/A 31418DAS1 2049-03-01 4.5 62347.51 57211.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7430 N/A 3140XPHG7 2052-09-01 3.5 8510.46 7342.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 15761.86 13014.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5359 N/A 31418E5V8 2039-05-01 5 7115.37 6928.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM4222 N/A 3140J8VQ3 2044-01-01 3 3032.52 2636.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8415 N/A 3138WJK56 2046-11-01 3 63008.22 53334.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR8915 N/A 3140L73Z3 2051-05-01 2.5 1022.90 819.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM3279 N/A 3140J7UD5 2044-05-01 5.5 66840.18 66504.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4990 N/A 31418ERL6 2038-04-01 4.5 13446.57 12820.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS5412 N/A 3138WFAN6 2030-07-01 2.5 12116.53 11609.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3362 N/A 3140J7WY7 2044-01-01 4.5 9946.42 9386.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL7696 N/A 3138EQRS3 2043-12-01 3 660.29 574.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN1628 N/A 3140JHY23 2048-11-01 4.5 55431.93 50981.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL7077 N/A 3138EP2K9 2035-07-01 4 715.47 685.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA2141 N/A 31418BLX2 2035-01-01 4 9630.59 9220.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3090 N/A 31418CNG5 2032-08-01 3 42507.96 40288.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CNMA2829 N/A 31418CEB6 2026-12-01 2.5 167.70 167.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5324 N/A 31418E4J6 2039-04-01 5 6515.72 6344.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX2501 N/A 3138Y3X71 2044-10-01 4 447.77 406.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5392 N/A 31418E7E4 2039-06-01 5 2937.19 2860.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 95003.37 75750.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7064 N/A 3140XNZ64 2053-09-01 3 69537.02 57278.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6855 N/A 3140XNTM6 2054-02-01 6.5 2600.94 2630.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6700 N/A 3140XNNS9 2052-01-01 2.5 21523.18 17253.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6668 N/A 3140XNMS0 2053-12-01 5.5 14908.37 14434.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6640 N/A 3140XNLW2 2053-08-01 4.5 25232.30 22958.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6631 N/A 3140XNLM4 2052-07-01 2.5 887.77 699.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6597 N/A 3140XNKK9 2052-08-01 3.5 889.36 758.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6470 N/A 3140XNFL3 2053-11-01 5 28629.48 26774.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7131 N/A 3140XN4R2 2054-02-01 5 28906.80 27099.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5930 N/A 3140XMSU1 2053-07-01 4.5 5845.70 5315.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 N/A 3140XMQX7 2053-04-01 4.5 12001.53 10980.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5876 N/A 3140XMQ66 2052-05-01 2.5 79483.30 63227.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9897 N/A 3140N27K1 2052-10-01 4.5 71555.78 65336.51 Agency Mortgage-Backed Securities GNMA GNII SF MA5467 M N/A 36179UCC4 2048-09-20 4.5 21039.47 19456.46 Agency Mortgage-Backed Securities GNMA GNII SF MA5401 M N/A 36179UAA0 2048-08-20 5.5 3256.77 3208.63 Agency Mortgage-Backed Securities GNMA GNII JM MA6273 M N/A 36179U6J6 2049-11-20 2.5 67651.86 53725.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAK5995 N/A 3138EAUV7 2027-03-01 4 582.41 581.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAK3906 N/A 3138E8KU5 2027-03-01 3 348.86 347.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI9532 N/A 3138APSW9 2041-09-01 5.5 21599.17 21074.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAH9785 N/A 3138AB2T5 2041-04-01 5.5 9487.78 9255.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAH7572 N/A 3138A9MW1 2041-03-01 4 12145.75 11181.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAH5036 N/A 3138A6S27 2041-02-01 5.5 25667.26 25058.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL634928 N/A 31389TLH3 2032-03-01 6.5 1256.98 1271.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL596462 N/A 31387WTT4 2031-08-01 6.5 655.52 662.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL589499 N/A 31387N3G0 2031-08-01 6.5 220.16 222.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555800 N/A 31385XNR4 2033-10-01 5.5 141.49 141.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555677 N/A 31385XJW8 2033-07-01 5.5 1867.96 1859.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM5000 N/A 3140X8RW9 2050-07-01 3.5 670.81 577.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC9630 N/A 3140AXVY0 2055-01-01 6.5 1121.36 1136.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7730 N/A 3140AVSU6 2054-12-01 6 1402.21 1386.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC7000 N/A 3140AUX65 2054-12-01 5 2364.78 2222.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB2785 N/A 3140ACCX9 2054-05-01 5.5 10333.79 10001.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA7307 N/A 3140A8DM1 2054-01-01 6.5 8267.54 8384.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL882022 N/A 31409X4F3 2036-05-01 5.5 1303.62 1287.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL879176 N/A 31409UXD2 2036-01-01 5.5 635.38 634.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL871602 N/A 31409HKP8 2036-04-01 5.5 3087.78 3045.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL870829 N/A 31409GPN0 2036-10-01 5.5 545.56 537.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL867456 N/A 31409CWR2 2036-06-01 5.5 5302.09 5263.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL845549 N/A 31408AL65 2036-01-01 5.5 19725.42 19371.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL836456 N/A 31407PH92 2035-10-01 6 285.03 284.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL833598 N/A 31407LDB0 2035-11-01 5.5 10630.48 10342.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL828377 N/A 31407EJW4 2035-06-01 5.5 180.72 179.81 Agency Mortgage-Backed Securities GNMA GNII SF MA7470 M N/A 36179WJP4 2051-07-20 1.5 10726.01 7863.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8276 N/A 3138WJFS2 2046-11-01 3 1257.98 1064.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310151 N/A 31374CQC3 2034-11-01 5.5 380.60 378.41 Agency Mortgage-Backed Securities FHLB 4.625 FHOR 27-34 PM N/A 3130B9VD9 2034-03-24 4.625 3652173.91 3443455.22 Agency Debentures and Agency Strips FHLB 4.65 FHOR 26-35 LI N/A 3130B9KX7 2035-03-02 4.65 2608695.65 2444600.00 Agency Debentures and Agency Strips FHLB 4.80 FHOR 26-35 JT N/A 3130B8BG6 2035-11-06 4.8 3130434.78 2966456.35 Agency Debentures and Agency Strips FHLB 4.87 FHOR 26-32 MF N/A 3130B7K52 2032-09-02 4.87 2434782.61 2358032.85 Agency Debentures and Agency Strips FHLB 4.875 FHLB 33 HB N/A 3130AXCY2 2033-09-09 4.875 5217391.30 5109614.35 Agency Debentures and Agency Strips FCSB 5.19 FCOR 28-35 DE N/A 3133EWXZ8 2035-08-10 5.19 2086956.52 2028977.39 Agency Debentures and Agency Strips FCSB 4.25 FCSB 29 FK N/A 3133EWXN5 2029-08-03 4.25 1217391.30 1199769.77 Agency Debentures and Agency Strips FCSB 4.78 FCOR 28-32 FY N/A 3133EWST8 2032-06-15 4.78 2259478.26 2217252.38 Agency Debentures and Agency Strips FCSB 6.03 FCOR 27-46 W N/A 3133EWC81 2046-09-10 6.03 1739130.43 1697634.78 Agency Debentures and Agency Strips FHLB 5.45 FHOR 28-36 NK N/A 3130BC4E0 2036-09-15 5.45 3478260.87 3394159.42 Agency Debentures and Agency Strips FHLB 6.03 FHOR 27-46 CI N/A 3130BC2X0 2046-09-21 6.03 1217391.30 1175446.70 Agency Debentures and Agency Strips FHLB 5.00 FHOR 26-31 73 N/A 3130BBYC3 2031-09-16 5 499130.43 492558.61 Agency Debentures and Agency Strips FHLB 5.00 FHOR 27-31 I N/A 3130BC5M1 2031-09-23 5 852173.91 840414.10 Agency Debentures and Agency Strips FNMA FNMS 05.500 CL711203 N/A 31401LDG5 2033-05-01 5.5 92.69 91.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL682963 N/A 31400BWY8 2033-02-01 5.5 .40 .39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL653872 N/A 31390RMV2 2032-08-01 6.5 3300.19 3337.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAY8351 N/A 3138YNH59 2045-05-01 4 161.25 144.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAY4707 N/A 3138YJGR1 2031-08-01 4 1308.90 1278.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAY0544 N/A 3138YDTA7 2027-08-01 2.5 4192.53 4178.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAX8309 N/A 3138YAGT6 2029-11-01 3 12763.22 12439.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAX7932 N/A 3138Y9Y69 2030-01-01 2.5 7604.20 7309.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAW8166 N/A 3138XYCC6 2027-02-01 3 491.37 490.55 Agency Mortgage-Backed Securities GNMA GNII JM MA5127 M N/A 36179TVU6 2048-04-20 4 5996.73 5123.44 Agency Mortgage-Backed Securities GNMA GNII SF MA5077 M N/A 36179TUA1 2048-03-20 3.5 19532.62 17000.79 Agency Mortgage-Backed Securities GNMA GNII SF MA5024 M N/A 36179TSM8 2048-02-20 6 16459.56 16841.64 Agency Mortgage-Backed Securities GNMA GNII SF MA4967 M N/A 36179TQU2 2048-01-20 6 1613.60 1651.91 Agency Mortgage-Backed Securities GNMA GNII SF MA4838 M N/A 36179TLT0 2047-11-20 4 23037.05 20711.72 Agency Mortgage-Backed Securities GNMA GNII SF MA4718 M N/A 36179TG33 2047-09-20 3 106642.93 90425.39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAR3040 N/A 3138W0LW7 2028-01-01 2 2635.42 2593.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6038 N/A 31418FV87 2041-04-01 5 1614.57 1570.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 43899.47 40857.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5983 N/A 31418FUH8 2046-02-01 5.5 3982.62 3900.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6004 N/A 31418FU62 2041-03-01 5 4065.45 3955.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5951 N/A 31418FTH0 2041-01-01 5 911.16 886.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 16690.82 15534.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5941 N/A 31418FS73 2056-01-01 3.5 2714.44 2308.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5885 N/A 31418FRF6 2040-11-01 4.5 15617.31 14841.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 N/A 31418FR74 2055-12-01 5 34628.73 32235.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5859 N/A 31418FQM2 2040-10-01 4.5 46029.29 43764.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 2997.02 2709.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5876 N/A 31418FQ67 2055-11-01 4 3025.80 2650.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM4817 N/A 3140X8K71 2049-06-01 5 49435.00 46815.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM4726 N/A 3140X8HC4 2034-11-01 3 37133.39 35604.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 5510.06 4791.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM3977 N/A 3140X7M30 2050-08-01 2 100372.77 76387.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3936 N/A 3140X7LS6 2035-08-01 2.5 8512.93 7843.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5656 N/A 3140XMJA5 2053-08-01 5.5 23386.35 22678.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5647 N/A 3140XMHZ2 2053-07-01 5.5 24721.86 23819.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5311 N/A 31418E3V0 2039-03-01 5 7258.83 7063.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4358 N/A 31418DZY1 2051-06-01 3.5 18175.73 15590.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA4240 N/A 31418DWA6 2030-12-01 3 28190.45 27217.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4195 N/A 31418DUV2 2050-10-01 4.5 4355.76 3975.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4159 N/A 31418DTR3 2050-10-01 2.5 76538.09 60615.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4170 N/A 31418DT44 2050-10-01 4.5 56912.77 52259.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4118 N/A 31418DSG8 2050-08-01 4.5 1620.66 1476.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4078 N/A 31418DQ88 2050-07-01 2.5 68159.27 54328.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4026 N/A 31418DPL0 2050-05-01 4 4465.06 3969.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4020 N/A 31418DPE6 2050-05-01 3 74397.05 61895.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3991 N/A 31418DNH1 2050-04-01 3 16609.58 13757.82 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA2845 N/A 31418CET7 2031-12-01 2 4255.70 3971.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA2803 N/A 31418CDH4 2031-11-01 2.5 2454.40 2316.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA2774 N/A 31418CCL6 2031-10-01 2 2902.53 2711.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3525 N/A 31418C4K7 2038-11-01 4.5 4671.36 4496.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9219 N/A 3140QVG57 2054-09-01 6 44398.14 44264.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9119 N/A 3140QVDZ4 2054-09-01 5.5 5352.60 5192.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8772 N/A 3140QUXA9 2054-06-01 6 65396.42 65062.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8755 N/A 3140QUWR3 2054-06-01 6 88764.17 88320.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8687 N/A 3140QUUM6 2054-06-01 5.5 33294.12 32063.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8485 N/A 3140QUNB8 2054-05-01 5.5 76411.49 73903.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8483 N/A 3140QUM94 2054-05-01 5.5 5304.20 5102.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8233 N/A 3140QUEF9 2054-03-01 5.5 12357.93 11949.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8226 N/A 3140QUD86 2054-03-01 6.5 16930.28 17230.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8145 N/A 3140QUBP0 2054-03-01 5.5 74885.29 72374.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7794 N/A 3140QTUU1 2054-01-01 6 1855.41 1849.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7746 N/A 3140QTTC3 2053-12-01 6.5 11805.35 11993.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7362 N/A 3140QTFC8 2053-10-01 6 12268.45 12254.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7230 N/A 3140QTA82 2053-10-01 5 23418.98 21986.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6921 N/A 3140QSVP3 2053-08-01 6 32933.54 32928.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6862 N/A 3140QSTU5 2053-08-01 5 15888.55 14925.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4536 N/A 3140QCBE5 2049-11-01 3 1134.20 946.95 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A44090 G N/A 3128K4RK3 2036-03-01 5.5 5888.42 5885.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL745418 N/A 31403DDX4 2036-04-01 5.5 20624.91 20584.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL882533 N/A 31409YPS0 2036-05-01 6 60.72 60.39 Agency Mortgage-Backed Securities GNMA GNII SF 003879 M N/A 36202EJY6 2036-07-20 6 6074.87 6191.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL745870 N/A 31403DT33 2036-10-01 5 78.68 76.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL831800 N/A 31407JDD1 2036-09-01 6.5 1877.44 1951.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL918327 N/A 31411YHC0 2037-05-01 6 14350.30 14576.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL940907 N/A 31413BYC9 2037-07-01 6 523.12 529.05 Agency Mortgage-Backed Securities GNMA GNII SF 004006 M N/A 36202ENX3 2037-07-20 6 849.83 867.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888692 N/A 31410GKD4 2036-09-01 5.5 417.54 414.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL928847 N/A 31412L5G1 2037-11-01 6.5 122.10 126.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA2997 N/A 31418CKK9 2032-05-01 3 3263.05 3097.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 6546.32 5606.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS9760 N/A 3138WKZ24 2047-06-01 4.5 30794.37 28419.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7322 N/A 3140XBD49 2047-07-01 4.5 13229.51 12238.01 Agency Mortgage-Backed Securities GNMA GNII SF MA9171 M N/A 36179YFL3 2053-09-20 5.5 446124.08 433311.65 Agency Mortgage-Backed Securities GNMA GNII SF MA6826 M N/A 36179VSP6 2050-08-20 6 1202.50 1231.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL889072 N/A 31410GW90 2037-12-01 6.5 24187.45 25134.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL909175 N/A 31411JCL8 2038-04-01 5.5 2487.22 2459.78 Agency Mortgage-Backed Securities GNMA GNII FS 004211 M N/A 36202EVC0 2038-08-20 6.5 1326.08 1321.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL990906 N/A 31415VYB5 2035-10-01 5.5 57942.59 57642.83 Agency Mortgage-Backed Securities GNMA GNII JM 004260 M N/A 36202EWV7 2038-10-20 6 153.76 151.56 Agency Mortgage-Backed Securities GNMA GNII SF MA6219 M N/A 36179U4C3 2049-10-20 3.5 20281.84 17542.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2904 N/A 3138W0GN3 2043-01-01 3 17654.18 15408.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR1624 N/A 3138NXYW1 2042-12-01 3 7156.09 6186.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR1183 N/A 3138NXJ57 2043-01-01 3 9368.09 8176.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR0938 N/A 3138NXBG1 2043-01-01 3 1210.67 1047.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR0910 N/A 3138NXAL1 2043-01-01 3 2691.86 2352.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR0739 N/A 3138NWZD4 2043-01-01 3 14702.05 12778.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ9339 N/A 3138MRLV1 2028-01-01 2.5 4665.79 4606.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ8920 N/A 3138MQ4E0 2028-01-01 2.5 2507.68 2471.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAP6062 N/A 3138M9WY3 2028-07-01 2 1409.93 1375.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6771 N/A 3140QSQZ7 2053-07-01 6.5 46117.43 46733.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6755 N/A 3140QSQH7 2053-07-01 6 7041.66 6992.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6484 N/A 3140QSF22 2053-06-01 5.5 88211.65 85646.24 Agency Mortgage-Backed Securities GNMA GNII SF MA8269 M N/A 36179XFJ0 2052-09-20 5 4613.25 4372.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3803 N/A 31418DGM8 2049-10-01 3.5 166.38 143.34 Agency Mortgage-Backed Securities GNMA GNII SF MA9668 M N/A 36179YW59 2054-05-20 5.5 99849.15 96671.01 Agency Mortgage-Backed Securities GNMA GNII SF MA4267 M N/A 36179SW45 2047-02-20 6 130085.51 132848.96 Agency Mortgage-Backed Securities GNMA GNII JM MA6328 M N/A 36179VA59 2049-12-20 2.5 175339.87 139245.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8025 N/A 3140XB4K3 2051-07-01 2.5 21702.23 17506.95 Agency Mortgage-Backed Securities GNMA GNII SF MA6343 M N/A 36179VBL3 2049-12-20 5.5 1985.82 1960.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3992 N/A 31418DNJ7 2050-04-01 3.5 6516.98 5599.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM5021 N/A 3140J9SK8 2044-05-01 5.5 954.48 952.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2893 N/A 3140X6GB1 2044-07-01 4 2501.60 2304.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3562 N/A 3140J75Y7 2048-02-01 4.5 3263.51 3015.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS0067 N/A 3140XFCD1 2051-09-01 4.5 51330.02 47138.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3368 N/A 3140XJW66 2052-03-01 2.5 32970.27 26200.29 Agency Mortgage-Backed Securities GNMA GNII SF MB0554 M N/A 3618N5TL3 2055-08-20 4.5 55742.27 50334.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 37103.20 34665.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7848 N/A 3140XPWJ4 2052-06-01 3 65571.60 55039.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 8599.33 7352.93 Agency Mortgage-Backed Securities GNMA GNII SF MB1284 M N/A 3618N6NA1 2056-07-20 5 801164.22 747372.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5998 N/A 31418FUY1 2056-03-01 5.5 42891.63 41221.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5644 N/A 31418FHW0 2055-03-01 4.5 12399.73 11239.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0603 N/A 3140Y6U57 2055-06-01 6.5 28138.81 28687.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAZ4795 N/A 3138YWKH9 2030-10-01 3 2149.62 2075.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5169 N/A 31418EW71 2038-10-01 5.5 27788.90 27618.85 Agency Mortgage-Backed Securities GNMA GNII SF MA9605 M N/A 36179YU69 2054-04-20 5.5 9133387.27 8849070.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0438 N/A 3140W0PY5 2052-09-01 3.5 11468.95 9776.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5651 N/A 31418FH59 2040-03-01 5 2516.30 2448.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3964 N/A 31418DMN9 2050-03-01 2.5 79781.03 63719.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3962 N/A 31418DML3 2050-03-01 4 2147.71 1910.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3938 N/A 31418DLU4 2050-02-01 4 494.20 440.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3049 N/A 3140QNL75 2052-03-01 2.5 43059.59 34067.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAP4781 N/A 3138M8J38 2042-09-01 3 5168.60 4521.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAO4078 N/A 3138LUQ81 2027-05-01 3 455.56 453.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAO2545 N/A 3138LSZK9 2027-05-01 2.5 3162.52 3142.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAO0800 N/A 3138LQ3J1 2027-04-01 3 83.53 83.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5591 N/A 31418FF93 2040-01-01 5.5 77607.54 77095.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5590 N/A 31418FF85 2040-01-01 5 8825.61 8590.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 N/A 31418FEB9 2054-11-01 4.5 9263.74 8395.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1478 N/A 3140MSUC7 2052-06-01 4.5 2252.78 2053.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 83464.29 78427.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9900 N/A 3140MQAA7 2052-05-01 4 43024.76 38166.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV3162 N/A 3140MGQQ7 2052-05-01 3 100641.56 84107.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1706 N/A 3140ME3Q7 2055-05-01 5.5 6791.83 6544.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU8750 N/A 3140MAWL4 2052-06-01 5 23600.73 22263.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4192 N/A 3140M5US2 2053-10-01 6 982.98 979.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU1450 N/A 3140M2TG7 2052-01-01 2 5077.66 3838.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT8452 N/A 3140LXMA0 2051-10-01 2.5 467.56 374.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL824601 N/A 31407ADE8 2034-12-01 5.5 912.79 908.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL825392 N/A 31407A7D7 2035-06-01 5.5 10612.89 10418.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBM3054 N/A 3140J7MC6 2031-11-01 2 18349.26 17147.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM3523 N/A 3140J74H5 2031-03-01 4 26.33 26.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTBM3491 N/A 3140J72Z7 2038-01-01 4.5 14661.93 14190.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 1967.60 1761.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM1382 N/A 3140J5RC5 2031-03-01 4 3.47 3.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK9818 N/A 3140HP4C8 2048-09-01 5 8396.27 7937.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ9256 N/A 3140HBJA7 2048-06-01 4 37142.74 32925.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ0197 N/A 3140H1GF1 2047-09-01 4 2654.87 2394.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0618 N/A 3140FXVL3 2062-03-01 2.5 6362420.71 4852763.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBE9612 N/A 3140FVVE3 2047-06-01 3.5 4418.51 3870.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBE4442 N/A 3140FP5C9 2046-11-01 3 29886.94 25258.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBE1899 N/A 3140FMDD5 2046-11-01 3 11922.47 10091.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD9324 N/A 3140FHLE5 2046-10-01 3.5 5369.06 4715.10 Agency Mortgage-Backed Securities GNMA GNII SF MA8723 M N/A 36179XVQ6 2053-03-20 4 28084.35 24955.70 Agency Mortgage-Backed Securities GNMA GNII SF MA8647 M N/A 36179XTC0 2053-02-20 5 16135.83 15326.03 Agency Mortgage-Backed Securities GNMA GNII SF MA8569 M N/A 36179XQW9 2053-01-20 5 11550602.09 11035246.31 Agency Mortgage-Backed Securities GNMA GNII SF MA8568 M N/A 36179XQV1 2053-01-20 4.5 105640.05 97115.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555591 N/A 31385XF85 2033-07-01 5.5 171.75 171.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 10658.56 10712.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555424 N/A 31385XAZ0 2033-05-01 5.5 1763.71 1757.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555330 N/A 31385W4P1 2033-04-01 5.5 4632.63 4607.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5551 N/A 3140XMEZ5 2047-07-01 5 12884.15 12432.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5413 N/A 3140XMAP1 2053-07-01 5 37603.60 35121.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL889984 N/A 31410KXM1 2038-10-01 6.5 8984.60 9330.57 Agency Mortgage-Backed Securities GNMA GNMI SF 682229 X N/A 36295V4N6 2049-07-15 4 35576.45 31133.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC2817 N/A 3140EXDX8 2046-09-01 3 3850.37 3267.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3960 N/A 31418DMJ8 2050-03-01 3 3766.16 3134.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL9903 N/A 3138ESAD0 2044-05-01 5.5 2569.24 2555.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR8283 N/A 3140L7FZ0 2051-04-01 2.5 976.17 782.29 Agency Mortgage-Backed Securities GNMA GNII SF MA9103 M N/A 36179YDG6 2053-08-20 4 61848.84 54904.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6721 N/A 3140QSPF2 2053-07-01 4.5 5654.97 5134.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2523 N/A 31418BYV2 2036-02-01 3 3521.65 3241.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR6524 N/A 3140L5HA7 2051-04-01 2.5 2827.44 2272.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS4314 N/A 3138WDYL9 2030-01-01 2.5 8595.26 8274.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM3796 N/A 3140X7GE3 2048-10-01 4.5 13699.25 12710.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3879 N/A 31418DJZ6 2049-12-01 4.5 34855.34 31883.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995112 N/A 31416BN53 2036-07-01 5.5 7020.62 6984.89 Agency Mortgage-Backed Securities GNMA GNII JM 004310 M N/A 36202EYF0 2038-12-20 6 20.54 20.06 Agency Mortgage-Backed Securities GNMA GNII JM 004337 M N/A 36202EZA0 2039-01-20 6 118.39 116.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAA0281 N/A 31416HJ30 2039-04-01 5.5 253.09 247.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL930678 N/A 31412N6P6 2039-03-01 5 9343.13 9042.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL995672 N/A 31416CCH7 2039-04-01 4.5 873.83 825.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7786 N/A 3140XPUL1 2054-02-01 6 28178.89 28228.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3846 N/A 3140J8HY2 2048-04-01 4.5 34040.95 31615.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9453 N/A 3140XRQF5 2053-08-01 4.5 20430.42 18642.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0415 N/A 3140QKN95 2051-05-01 2.5 16610.07 13181.65 Agency Mortgage-Backed Securities GNMA GNII SF MA4651 M N/A 36179TEY7 2047-08-20 3 7512.50 6377.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAE0042 N/A 31419ABL0 2040-05-01 5.5 4120.07 4068.61 Agency Mortgage-Backed Securities USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 73634.78 73259.39 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 382.61 338.29 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 278.26 262.29 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 6434.78 6428.19 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 845460.87 815185.76 U.S. Treasuries (including strips) USTR 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 260139.13 259325.93 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 556.52 535.22 U.S. Treasuries (including strips) USTR 4 1/2 NOTE P 33 N/A 91282CRJ2 2033-08-31 4.5 25043.48 24189.98 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 176695.65 170080.53 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 3106678.26 3094825.78 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AB 31 N/A 91282CRA1 2031-07-31 4.375 116243.48 113653.81 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 1279165.22 1276712.42 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 17321.74 17113.38 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 31 N/A 91282CQK0 2031-04-30 3.875 1634782.61 1582568.85 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 1117947.83 1063313.71 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 121252.17 118388.61 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 647026.09 648405.31 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 74330.43 73515.44 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 2330434.78 2181683.13 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 23860.87 22436.88 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 417600.00 417922.90 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 1579686.96 1546151.36 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 927617.39 925456.04 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 857182.61 829324.17 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 284278.26 281081.74 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 249391.30 250051.82 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 36904.35 37133.07 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 719965.22 721587.06 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 382782.61 379730.87 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 1189426.09 1180410.40 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 3353008.70 3387098.35 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 3203791.30 3195645.67 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 3881843.48 3807818.41 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 5222504.35 5181272.67 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 1630608.70 1591889.89 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 1167165.22 1163689.01 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 379408.70 380662.64 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 18469.57 18785.93 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 3629391.30 3542375.74 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 3878191.30 3801892.74 U.S. Treasuries (including strips) USTR BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 25739130.43 24885363.48 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 313.04 294.19 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 730.43 680.93 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 3364208.70 2866284.78 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 1952800.00 1822545.93 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 660.87 660.40 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 2927826.09 2933641.66 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 313182.61 293257.21 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 1845843.48 1719017.42 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 278.26 278.70 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 104.35 100.46 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 2715026.09 2719598.33 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 201078.26 201979.75 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 348173.91 324807.96 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 88660.87 85629.59 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 278.26 275.29 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 452.17 461.00 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 104.35 106.58 U.S. Treasuries (including strips) USTR 4 5/8 NOTE E 36 N/A 91282CRF0 2036-08-15 4.625 235547.83 225537.34 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 4134643.48 3992680.49 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 313.04 293.18 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BG 28 N/A 91282CRH6 2028-08-31 4.125 3699791.30 3662158.91 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 423339.13 389257.68 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 828104.35 788959.85 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 278.26 274.90 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 3165.22 3116.14 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 420904.35 402211.99 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 556.52 543.00 U.S. Treasuries (including strips) USTR 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 296973.91 291640.86 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 2450678.26 2286221.38 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 1384660.87 1395647.06 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 6318295.65 5293692.40 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 4540208.70 4242046.87 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 276591.30 239456.91 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 1763895.65 1677424.22 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 243.48 231.58 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 190608.70 189539.69 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 139.13 140.69 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 1413078.26 1336768.83 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 1257843.48 1214800.07 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 2812278.26 2788831.92 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 9321.74 9258.69 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 5739026.09 5325097.31 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 347895.65 330810.65 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 322991.30 319683.38 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 12486.96 12120.47 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 904.35 858.24 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 521.74 529.38 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 56104.35 53509.52 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 3026921.74 2917723.61 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 904626.09 768689.06 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 26852.17 25501.81 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 3837426.09 3668538.41 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 303860.87 291296.22 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 204417.39 198729.68 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 5524452.17 4739392.99 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 42121.74 41270.16 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 2136556.52 1951771.09 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 172486.96 164161.05 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 90608.70 90718.39 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 839339.13 781496.70 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 590573.91 579131.54 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 1985008.70 2011251.11 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 1236313.04 1229991.77 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 4767443.48 4738398.48 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 1078.26 1070.40 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 1866817.39 1835100.16 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 139791.30 141360.20 U.S. Treasuries (including strips) FNMA FNMS 04.000 CLFM3664 N/A 3140X7CA5 2049-03-01 4 60755.61 53938.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM3388 N/A 3140X6XS5 2034-03-01 4 5036.86 4951.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM3371 N/A 3140X6W98 2047-07-01 4.5 18927.36 17845.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3093 N/A 3140X6NK3 2048-11-01 4 2036.33 1822.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM2908 N/A 3140X6GS4 2049-10-01 5 28380.47 26860.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM2876 N/A 3140X6FS5 2033-09-01 4.5 9.41 9.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2789 N/A 3140X6C33 2049-07-01 4 6207.45 5529.80 Agency Mortgage-Backed Securities GNMA GNII SF MA5652 M N/A 36179UH54 2048-12-20 4.5 75.81 70.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS8680 N/A 3140XQUE5 2037-09-01 3 5239.03 4766.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3664 N/A 3140QBCA4 2049-06-01 4 92346.83 82645.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4618 N/A 31418EDY3 2052-04-01 4 6075.96 5350.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7207 N/A 3140N0AH8 2052-09-01 4.5 2306.93 2100.34 Agency Mortgage-Backed Securities GNMA GNII SF MA7313 M N/A 36179WDS4 2051-04-20 3 11932.33 9975.71 Agency Mortgage-Backed Securities GNMA GNII SF MA8268 M N/A 36179XFH4 2052-09-20 4.5 12120137.55 11160525.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2676 N/A 3140XH6N2 2052-06-01 3 800.70 659.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA1092 N/A 3140Q8GA7 2033-02-01 3 76522.44 72002.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4823 N/A 31418ELD0 2037-10-01 4.5 3815.22 3637.85 Agency Mortgage-Backed Securities GNMA GNII SF MA9906 M N/A 36180AAF0 2054-09-20 5.5 3431.60 3324.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5216 N/A 3140QCYN0 2050-02-01 3 73101.79 61168.04 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6380 N/A 3140XNCS1 2052-02-01 2.5 3784.28 2989.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6423 N/A 3140QED58 2050-07-01 3 2779.51 2309.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBT0101 N/A 3140LNDF1 2036-05-01 2 2482.62 2204.27 Agency Mortgage-Backed Securities GNMA GNII SF MA9850 M N/A 36179Y5K6 2054-08-20 5 11502406.68 10898378.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3385 N/A 31418CXP4 2048-06-01 4.5 597.03 548.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5757 N/A 3140XMMF0 2053-09-01 6 7422.10 7366.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4849 N/A 31418EL73 2037-11-01 4.5 7415.51 7070.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5752 N/A 3140XMMA1 2053-09-01 6 3313.34 3284.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 20047.37 17081.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7340 N/A 3140XBEN6 2049-07-01 4 2346.76 2075.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4963 N/A 31418EQR4 2053-03-01 3.5 67858.90 57734.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2579 N/A 31418B2M7 2036-04-01 3 2080.47 1916.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 55544.63 53715.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4656 N/A 31418EE63 2052-07-01 4.5 42893.06 39089.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2855 N/A 3140QNE57 2052-02-01 2.5 88463.60 71429.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2556 N/A 3140QMZW7 2052-01-01 3 2910.36 2388.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2548 N/A 3140QMZN7 2052-01-01 2.5 12330.02 9830.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2281 N/A 3140QMRB2 2051-12-01 2 3676.31 2809.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1806 N/A 3140QMAG9 2051-10-01 2.5 18837.09 15126.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2665 N/A 3140QM6B5 2052-01-01 3 1261.90 1040.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 92079.92 76179.25 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2625 N/A 3140QM4K7 2052-01-01 2.5 69978.15 55878.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1637 N/A 3140QLZB5 2051-09-01 3 105672.43 87837.74 Agency Mortgage-Backed Securities GNMA GNII SF MA9015 M N/A 36179YAQ7 2053-07-20 4.5 211614.26 194028.06 Agency Mortgage-Backed Securities GNMA GNII SF MA9852 M N/A 36179Y5M2 2054-08-20 6 60866.85 60502.34 Agency Mortgage-Backed Securities GNMA GNII SF MA9849 M N/A 36179Y5J9 2054-08-20 4.5 344763.00 312070.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAU6677 N/A 3138X6M36 2028-09-01 2.5 924.74 906.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAU3779 N/A 3138X3FV9 2028-08-01 2.5 2437.59 2390.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAU2619 N/A 3138X14D5 2028-08-01 2.5 7794.83 7643.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAU1632 N/A 3138X0Y69 2043-07-01 3 12778.63 11113.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAU0287 N/A 3138WZJ94 2028-07-01 3 704.80 702.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAT7208 N/A 3138WVAJ0 2043-06-01 4 13778.53 12574.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAT6546 N/A 3138WUHY2 2043-06-01 4 16673.42 15262.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT5993 N/A 3138WTUT1 2043-05-01 3 1629.54 1410.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT2720 N/A 3138WQAW2 2043-05-01 3 47795.91 41693.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT2724 N/A 3138WQA28 2043-05-01 3 1297.92 1129.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3496 N/A 31418C3E2 2048-10-01 4.5 5461.55 5015.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 39879.85 35680.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA2455 N/A 31418BWR3 2035-11-01 4 7697.54 7328.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA2405 N/A 31418BU79 2045-09-01 4 396.67 359.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA1980 N/A 31418BFW1 2044-08-01 3.5 8653.52 7641.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA1599 N/A 31418AX52 2043-09-01 3 67699.44 57496.91 Agency Mortgage-Backed Securities GNMA GNII SF MA3245 M N/A 36179RTA7 2045-11-20 4 37306.35 33656.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5772 N/A 31418FMW4 2040-07-01 5.5 1393.53 1384.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5584 N/A 31418FF28 2055-01-01 4.5 3123.35 2824.05 Agency Mortgage-Backed Securities GNMA GNII SF MB0092 M N/A 3618N5C64 2054-12-20 5.5 37144.29 35931.17 Agency Mortgage-Backed Securities GNMA GNII SF MB0024 M N/A 3618N5A25 2054-11-20 4.5 977402.75 889897.84 Agency Mortgage-Backed Securities GNMA GNII SF MA4691 M N/A 36179TF83 2032-09-20 3.5 149678.59 143609.04 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 44516.79 38692.50 Agency Mortgage-Backed Securities GNMA GNII SF MA4587 M N/A 36179TCY9 2047-07-20 4 6691.71 6024.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4528 N/A 31418EA67 2051-12-01 4 12424.03 10978.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5390 N/A 31418E7C8 2054-06-01 6.5 3654.99 3705.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5373 N/A 31418E6K1 2039-05-01 4.5 2926.12 2789.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5326 N/A 31418E4L1 2054-04-01 4.5 5128.94 4644.83 Agency Mortgage-Backed Securities GNMA GNII SF MA4127 M N/A 36179SSQ1 2046-12-20 3.5 9464.28 8237.14 Agency Mortgage-Backed Securities GNMA GNII SF MA4045 M N/A 36179SP68 2031-11-20 3.5 37779.38 36448.17 Agency Mortgage-Backed Securities GNMA GNII SF MA3808 M N/A 36179SGR2 2046-07-20 6 2969.13 3027.96 Agency Mortgage-Backed Securities GNMA GNII SF MA3802 M N/A 36179SGK7 2046-07-20 3 511738.10 434886.64 Agency Mortgage-Backed Securities GNMA GNII SF MA3601 M N/A 36179SAA5 2046-04-20 5.5 1884.90 1880.62 Agency Mortgage-Backed Securities GNMA GNII SF MA3429 M N/A 36179RY29 2031-02-20 3.5 116933.73 113774.00 Agency Mortgage-Backed Securities GNMA GNII SF MA3350 M N/A 36179RWK1 2031-01-20 3.5 93736.30 91275.48 Agency Mortgage-Backed Securities GNMA GNII SF MA3177 M N/A 36179RQ69 2045-10-20 5.5 366.97 366.14 Agency Mortgage-Backed Securities GNMA GNII SF MA3147 M N/A 36179RP86 2030-10-20 3.5 55921.19 54539.91 Agency Mortgage-Backed Securities GNMA GNII SF MA3104 M N/A 36179RNV7 2045-09-20 3 28694.78 24460.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7661 N/A 3138EQQP0 2045-10-01 4.5 2920.57 2712.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7660 N/A 3138EQQN5 2045-11-01 4.5 6108.81 5679.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL7579 N/A 3138EQM58 2042-02-01 5.5 1021.54 1016.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL7359 N/A 3138EQE99 2029-05-01 4 1195.74 1195.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL7970 N/A 3138EQ2C5 2029-04-01 4 2.75 2.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL6965 N/A 3138EPW34 2038-09-01 6 674.26 687.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL6819 N/A 3138EPSH8 2044-12-01 4.5 274.45 254.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM2745 N/A 3140X6BP5 2050-03-01 4.5 25110.69 22923.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM2743 N/A 3140X6BM2 2034-02-01 3 74702.29 70872.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3522 N/A 3140X64G3 2035-02-01 3 317.93 303.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM2550 N/A 3140X5ZQ9 2033-07-01 2.5 7881.97 7412.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2226 N/A 3140X5PL1 2046-09-01 3 5185.35 4509.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9238 N/A 31417GHQ2 2043-05-01 3 78158.80 68039.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB8839 N/A 31417FZD3 2043-03-01 3 25970.53 22631.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAB8787 N/A 31417FXR4 2028-03-01 2 2147.82 2108.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAB8678 N/A 31417FUC0 2028-03-01 2 11261.69 11055.47 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 84817.03 79134.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6039 N/A 31418FV95 2041-04-01 5.5 2894.19 2873.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5977 N/A 31418FUB1 2041-02-01 4.5 45015.56 42777.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5761 N/A 31418FMK0 2055-07-01 6 991.01 980.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA2141 N/A 3140W2LX7 2036-04-01 2.5 1129.86 1109.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD1015 N/A 3140B1DV5 2055-02-01 6 5165.01 5138.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5770 N/A 31418FMU8 2040-07-01 4.5 558.26 531.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4678 N/A 3140QQFU4 2052-09-01 5 67075.04 63829.80 Agency Mortgage-Backed Securities GNMA GNII SF MA6479 M N/A 36179VFU9 2050-02-20 5.5 5501.77 5431.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM9043 N/A 3140XDBM7 2049-02-01 4 19854.38 17769.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS8008 N/A 3138WH3S9 2031-09-01 2.5 7335.37 6932.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1202 N/A 3140W1KQ5 2052-06-01 3 1176.40 970.38 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 254892.99 245502.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3887 N/A 3140W4J99 2055-12-01 5.5 1002.03 967.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3829 N/A 3140W4HF7 2049-08-01 3.5 327.82 282.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6087 N/A 31418FXR3 2041-06-01 5 3254.27 3165.88 Agency Mortgage-Backed Securities GNMA GNII SF DT3327 C N/A 3618W2VU7 2056-08-20 6.5 1210347.19 1234407.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2207 N/A 3140Q9NZ2 2048-08-01 4.5 7964.99 7320.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2166 N/A 3140Q9MQ3 2048-08-01 4.5 1544.05 1423.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1988 N/A 3140Q9F65 2048-07-01 4.5 1010.37 931.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2580 N/A 3140Q92N2 2048-11-01 4.5 16167.11 14949.57 Agency Mortgage-Backed Securities GNMA GNII SP 781301 M N/A 36225BNS3 2031-06-20 6 17.36 17.69 Agency Mortgage-Backed Securities GNMA GNII SF 004837 M N/A 36202FLS3 2040-10-20 6 300.10 306.01 Agency Mortgage-Backed Securities GNMA GNII JM 004364 M N/A 36202EZ51 2039-02-20 6 16.55 16.16 Agency Mortgage-Backed Securities GNMA GNII JM 004311 M N/A 36202EYG8 2038-12-20 6.5 14.38 14.03 Agency Mortgage-Backed Securities GNMA GNII SF 004291 M N/A 36202EXU8 2038-11-20 6 122.01 124.61 Agency Mortgage-Backed Securities GNMA GNII JM 004286 M N/A 36202EXP9 2038-11-20 6.5 63.85 63.82 Agency Mortgage-Backed Securities GNMA GNII JM 004240 M N/A 36202EV97 2038-09-20 6.5 226.10 227.20 Agency Mortgage-Backed Securities GNMA GNII SF 004049 M N/A 36202EQA0 2037-11-20 6 30.76 31.42 Agency Mortgage-Backed Securities GNMA GNII SF 004017 M N/A 36202EPA1 2037-08-20 6 1401.74 1432.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAT2062 N/A 3138WPJG0 2028-04-01 2.5 28.13 27.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 48854.75 41160.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8684 N/A 3138WJUJ5 2047-01-01 3.5 6108.96 5348.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAS8438 N/A 3138WJLU0 2036-12-01 3 3552.40 3247.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT7263 N/A 3140LWB97 2051-09-01 2.5 1549.21 1222.23 Agency Mortgage-Backed Securities GNMA GNII SF 003249 M N/A 36202DTE1 2032-06-20 6 40.47 40.77 Agency Mortgage-Backed Securities GNMA GNII SF 003214 M N/A 36202DSB8 2032-03-20 6 51.57 52.50 Agency Mortgage-Backed Securities GNMA GNII SF 003200 M N/A 36202DRV5 2032-02-20 6 154.25 156.88 Agency Mortgage-Backed Securities GNMA GNII SF 003187 M N/A 36202DRG8 2032-01-20 6 56.87 57.97 Agency Mortgage-Backed Securities GNMA GNII SF 003160 M N/A 36202DQM6 2031-11-20 6 81.31 82.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB8464 N/A 31417FMN5 2043-02-01 2.5 77102.36 64097.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM2629 N/A 3140X54P5 2050-03-01 2.5 37936.19 30314.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB7391 N/A 31417EF97 2042-12-01 2.5 66327.57 55574.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAB1251 N/A 31416WL91 2040-07-01 5 405.74 391.51 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB3035 N/A 3140QNLR1 2052-03-01 2 51524.48 39567.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5991 N/A 3140QRUR2 2053-01-01 5.5 83160.65 80596.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5415 N/A 3140XMAR7 2047-12-01 3 29937.07 26399.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM9679 N/A 3140XDXH4 2046-09-01 4.5 10517.19 9901.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB4243 N/A 3140QPWD5 2037-07-01 3.5 195.31 178.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5148 N/A 31418EWJ5 2038-09-01 5 40603.37 39539.67 Agency Mortgage-Backed Securities GNMA GNII SF MA3525 M N/A 36179R4J5 2046-03-20 5.5 1366.22 1357.89 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G60985 G N/A 31335BCW4 2047-05-01 3 581.29 493.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM9895 N/A 3140XD7H3 2050-10-01 4.5 3763.32 3468.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2729 N/A 3140QAA75 2048-11-01 4.5 64204.70 59029.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM5127 N/A 3140X8VV6 2050-09-01 3.5 1144.09 983.76 Agency Mortgage-Backed Securities GNMA GNII SF MA3942 M N/A 36179SLX3 2039-10-20 6 964.13 984.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4000 N/A 3140XKNS5 2041-07-01 6 19462.40 19848.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5217 N/A 31418EYP9 2053-12-01 6.5 20394.37 20675.73 Agency Mortgage-Backed Securities GNMA GNII SF MA8492 M N/A 36179XNH5 2052-12-20 6 34823.41 34864.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS5952 N/A 3138WFTJ5 2045-10-01 4.5 3825.21 3550.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 1383.71 1268.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1239 N/A 3140X4LV6 2048-11-01 3.5 822.28 713.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4113 N/A 3140QPSB4 2052-07-01 3.5 8427.73 7222.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL7299 N/A 3138EQDD1 2027-08-01 4 1.28 1.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM2574 N/A 3140X52G7 2035-02-01 2.5 32010.80 29523.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2438 N/A 3140X5V83 2047-05-01 3.5 540.05 476.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS5090 N/A 3138WEUQ0 2030-06-01 2.5 21813.15 20925.61 Agency Mortgage-Backed Securities GNMA GNII SF MA4966 M N/A 36179TQT5 2048-01-20 5.5 2197.83 2182.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA0353 N/A 3140A0MB2 2053-11-01 5.5 31862.41 30761.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CI890805 N/A 31410LU67 2031-03-01 4 6.71 6.65 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G08046 G N/A 3128MJBQ2 2035-03-01 5.5 2888.00 2877.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL942981 N/A 31413ECS2 2037-09-01 6 2483.56 2519.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL942478 N/A 31413DQ75 2037-08-01 6 5406.29 5445.98 Agency Mortgage-Backed Securities GNMA GNII SF MA3079 M N/A 36179RM48 2030-09-20 3.5 51329.42 50099.54 Agency Mortgage-Backed Securities GNMA GNII SF MA3036 M N/A 36179RLR8 2045-08-20 4.5 40621.59 37936.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS0527 N/A 3140XFSR3 2034-10-01 4 1404.22 1376.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0392 N/A 3140XFNJ6 2052-01-01 2.5 4847.28 3824.40 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0193 N/A 3140XFGB1 2052-01-01 2.5 58574.40 46908.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0879 N/A 3140XF6R7 2052-03-01 2.5 84405.80 66958.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 17937.50 15506.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM9940 N/A 3140XEBJ2 2040-03-01 3 2196.92 2018.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9928 N/A 3140XEA61 2051-12-01 2 31239.53 23870.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9716 N/A 3140XDYN0 2051-12-01 2.5 11528.08 9257.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9349 N/A 3140XDL79 2051-10-01 3 1052.65 884.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM9141 N/A 3140XDEP7 2049-06-01 4.5 1550.98 1435.04 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9876 N/A 3140XD6N1 2051-12-01 2.5 11617.76 9353.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9813 N/A 3140XD3X2 2051-11-01 2 16644.78 12572.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8786 N/A 3140XCXQ6 2051-10-01 2.5 23389.89 18707.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM8726 N/A 3140XCVU9 2034-11-01 3 25295.96 25012.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM8613 N/A 3140XCSB5 2050-11-01 3 33192.85 27882.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8543 N/A 3140XCP51 2044-11-01 5 18756.43 18058.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFM8426 N/A 3140XCLG1 2044-05-01 5.5 3603.20 3597.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1113 N/A 3140QLGX8 2051-07-01 2 117181.90 88750.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0440 N/A 3140QKP28 2051-05-01 2.5 12111.64 9682.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0388 N/A 3140QKNE4 2051-05-01 2.5 42267.36 33686.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1366 N/A 31418AQU5 2033-03-01 3 35211.35 33097.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1338 N/A 31418APY8 2033-02-01 3 1778.34 1674.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1107 N/A 31418AGR3 2032-07-01 3.5 77499.42 74302.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA1062 N/A 31418AFC7 2027-05-01 3 3.23 3.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0968 N/A 31418ACE6 2031-12-01 4.5 28261.93 27714.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0641 N/A 31417YWB9 2031-02-01 4 42989.27 42027.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA0619 N/A 31417YVM6 2040-11-01 5.5 6392.53 6242.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0616 N/A 31417YVJ3 2031-01-01 4 34397.34 33649.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0511 N/A 31417YR90 2030-09-01 4.5 988.51 976.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0878 N/A 31417Y6Q5 2031-10-01 4 3720.91 3626.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0792 N/A 31417Y3A3 2031-07-01 4.5 71599.57 70440.01 Agency Mortgage-Backed Securities GNMA GNII SF 003149 M N/A 36202DQA2 2031-10-20 6 81.19 82.48 Agency Mortgage-Backed Securities GNMA GNII SF 003132 M N/A 36202DPR6 2031-09-20 6 43.83 44.42 Agency Mortgage-Backed Securities GNMA GNII SF 003545 M N/A 36202D5E7 2034-04-20 6 335.79 338.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL8113 N/A 3138ETAP1 2042-02-01 5.5 39.65 39.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAL8127 N/A 3138ETA55 2031-01-01 2 22790.28 21710.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL9107 N/A 3138ERDM9 2046-03-01 4.5 373.69 346.89 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAL9021 N/A 3138ERAX8 2030-08-01 2 13812.35 13516.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7747 N/A 3138EQTD4 2045-11-01 4.5 633.29 587.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889506 N/A 31410KGP3 2037-03-01 6 506.80 516.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888996 N/A 31410GUV3 2036-09-01 5.5 19037.82 18926.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888129 N/A 31410FVW2 2037-02-01 5.5 41.10 40.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL888024 N/A 31410FSM8 2035-06-01 6.5 4736.60 4811.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888023 N/A 31410FSL0 2036-06-01 5.5 55925.30 55688.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL888022 N/A 31410FSK2 2036-02-01 5 51.97 50.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888001 N/A 31410FRW7 2036-10-01 5.5 42547.57 42463.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL888352 N/A 31410F5M3 2037-05-01 5.5 19335.67 19254.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA8575 N/A 3140YWQ55 2054-02-01 6.5 1891.26 1922.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA8574 N/A 3140YWQ48 2054-03-01 6 2664.12 2648.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 ZLFP0012 N/A 3140XTAN1 2051-08-01 3 6993.91 5854.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS9497 N/A 3140XRRT4 2044-10-01 5.5 30132.82 29349.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5427 N/A 3140XMA55 2053-08-01 5.5 956.20 918.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6259 N/A 3140XM5V4 2053-06-01 4.5 55971.17 51145.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5044 N/A 3140XLTA6 2053-06-01 4.5 15257.55 14013.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4933 N/A 3140XLPT9 2053-06-01 6 6427.63 6402.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4606 N/A 3140XLDL9 2052-04-01 3 9129.88 7593.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4505 N/A 3140XLAF5 2052-06-01 3 8733.79 7296.95 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5314 N/A 3140XL3Y2 2052-05-01 2 1424.75 1075.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5284 N/A 3140XL2S6 2050-09-01 3.5 22017.68 18921.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5269 N/A 3140XL2B3 2053-07-01 5.5 6569.67 6367.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4166 N/A 3140XKTY6 2053-04-01 5.5 42700.47 41288.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4018 N/A 3140XKPC8 2052-07-01 3 517.56 427.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8404 N/A 3140XCKS6 2051-08-01 3.5 84257.03 72907.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8309 N/A 3140XCGT9 2051-08-01 2 104233.06 79734.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL939444 N/A 31413AER0 2037-06-01 5.5 243.33 237.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL934693 N/A 31412T3A9 2038-12-01 5.5 344.46 338.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL932745 N/A 31412RHW0 2040-04-01 4.5 33610.78 31683.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL930673 N/A 31412N6J0 2039-03-01 4.5 35059.25 33163.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL929155 N/A 31412MH84 2038-01-01 5.5 2383.42 2351.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL922269 N/A 31412DT24 2036-12-01 5.5 35168.66 35063.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL918622 N/A 31411YSK0 2037-06-01 6 4548.88 4618.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL916381 N/A 31411WCS4 2037-05-01 5.5 442.27 432.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL907830 N/A 31411GST0 2037-02-01 6 8047.91 8045.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL904017 N/A 31411CK67 2037-02-01 6 6205.23 6225.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL897130 N/A 31410TVX0 2036-09-01 6.5 1966.79 1999.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR8896 N/A 3140L73E0 2051-04-01 2.5 1612.02 1292.31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR6515 N/A 3140L5GZ3 2051-04-01 2 22170.75 16933.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR1001 N/A 3140KYDF8 2051-05-01 2.5 21673.49 17444.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR0948 N/A 3140KYBS2 2051-04-01 2 15714.21 11923.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ7006 N/A 3140KSYC5 2052-01-01 2 66420.08 49934.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ1226 N/A 3140KLLG5 2050-09-01 2 35078.65 26698.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP3574 N/A 3140KA6L5 2051-07-01 2.5 1486.39 1191.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBO5068 N/A 3140K0T24 2049-09-01 5 65414.64 61236.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBO3219 N/A 3140JXSH2 2034-10-01 2.5 55174.16 50340.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO2957 N/A 3140JXJB5 2049-09-01 3 4074.47 3429.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO1314 N/A 3140JVN81 2049-08-01 3 15424.86 12906.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN9410 N/A 3140JSN47 2049-05-01 5 56351.35 53121.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAA0920 N/A 31416JAW1 2037-08-01 5.5 5553.72 5537.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995838 N/A 31416CHP4 2039-05-01 5.5 8090.42 8033.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995655 N/A 31416CBY1 2038-07-01 5.5 6741.96 6694.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995023 N/A 31416BLC0 2037-08-01 5.5 4797.52 4790.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995570 N/A 31416B6F0 2039-01-01 5.5 44.17 43.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL985559 N/A 31415PZY7 2038-06-01 5.5 3482.67 3445.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL985615 N/A 31415P3Y2 2034-04-01 5.5 39.39 39.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL963737 N/A 31414EEJ9 2038-06-01 5.5 450.10 445.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL962064 N/A 31414CJH2 2038-03-01 5.5 6459.25 6405.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL946803 N/A 31413JKQ6 2037-09-01 6.5 470.95 485.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAC7614 N/A 31417UN84 2039-11-01 5.5 1546.39 1510.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6322 N/A 3140QSAY7 2053-05-01 5.5 24565.20 23807.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5902 N/A 3140QRRY1 2053-03-01 5.5 64040.07 62203.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5702 N/A 3140QRKQ5 2053-02-01 6 32923.84 32892.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5583 N/A 3140QRFZ1 2052-11-01 5.5 91209.37 88402.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5546 N/A 3140QREU3 2053-01-01 6.5 50042.58 50832.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5534 N/A 3140QREG4 2053-01-01 4.5 5414.14 4927.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6248 N/A 3140QR5J8 2053-05-01 5 45661.10 42977.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4839 N/A 3140QQLV5 2052-10-01 5.5 19018.15 18486.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4798 N/A 3140QQKL8 2052-10-01 5 66810.09 62831.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4613 N/A 3140QQDT9 2052-09-01 4.5 90070.72 82028.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5316 N/A 3140QQ4A0 2052-12-01 6 13969.79 13906.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4337 N/A 3140QPZB6 2052-08-01 4.5 36124.54 33223.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 76649.34 69606.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 28014.98 23935.14 Agency Mortgage-Backed Securities GNMA GNII SF 003986 M N/A 36202ENB1 2037-05-20 6 1667.47 1720.07 Agency Mortgage-Backed Securities GNMA GNII SF 003910 M N/A 36202EKX6 2036-10-20 6 795.60 811.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 N/A 31418FNF0 2055-08-01 4 87190.95 76389.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5758 N/A 31418FMG9 2055-07-01 4.5 6159.75 5568.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5757 N/A 31418FMF1 2055-07-01 4 16336.82 14313.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5697 N/A 31418FKK2 2055-05-01 4 21959.74 19239.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 1559.98 1501.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 79852.99 76899.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5615 N/A 31418FGZ4 2055-02-01 6 1222.56 1209.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5617 N/A 31418FG35 2040-02-01 5 5926.94 5767.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL545759 N/A 31385JJC3 2032-07-01 6.5 1313.46 1343.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL545444 N/A 31385H5D0 2031-11-01 5.5 254.13 251.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL357834 N/A 31376KPT7 2035-06-01 5.5 77384.64 76299.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL357539 N/A 31376KEL6 2034-04-01 5.5 259.62 258.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL357342 N/A 31376J5B1 2033-02-01 5.5 28116.86 28051.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310104 N/A 31374CNV4 2037-08-01 5.5 80480.60 80100.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 ZL310088 N/A 31374CND4 2038-06-01 5 16200.21 15702.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CT257202 N/A 31371NU37 2028-04-01 4.5 318.63 317.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM8297 N/A 3140XCGF9 2035-12-01 3 34626.03 32142.13 Agency Mortgage-Backed Securities GNMA GNII SF MA8427 M N/A 36179XLG9 2052-11-20 4.5 505184.91 467338.98 Agency Mortgage-Backed Securities GNMA GNII SF MA8348 M N/A 36179XHZ2 2052-10-20 5 6022712.05 5708554.01 Agency Mortgage-Backed Securities GNMA GNII SF MA8346 M N/A 36179XHX7 2052-10-20 4 59306.31 52775.04 Agency Mortgage-Backed Securities GNMA GNII SF MA8322 M N/A 36179XG75 2037-12-20 6 9703.37 9641.07 Agency Mortgage-Backed Securities GNMA GNII SF MA8199 M N/A 36179XDC7 2052-08-20 3.5 234725.42 201509.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7938 M N/A 36179WZB7 2052-03-20 3.5 751812.70 642977.62 Agency Mortgage-Backed Securities GNMA GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 1152.10 962.46 Agency Mortgage-Backed Securities GNMA GNII SF MA7883 M N/A 36179WXL7 2052-02-20 3.5 9245722.55 7927000.00 Agency Mortgage-Backed Securities GNMA GNII SF MA7829 M N/A 36179WVW5 2052-01-20 3.5 4530.61 3893.01 Agency Mortgage-Backed Securities GNMA GNII SF MA7374 M N/A 36179WFP8 2051-05-20 6 1330.82 1343.53 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 1362.89 1097.53 Agency Mortgage-Backed Securities GNMA GNII JM MA7247 M N/A 36179WBQ0 2051-03-20 2.5 98282.94 77690.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD6437 N/A 31418UEK6 2040-06-01 5 4993.80 4821.38 Agency Mortgage-Backed Securities GNMA GNII SF 004749 M N/A 36202FH25 2040-07-20 6 4802.84 4902.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD8536 N/A 31418WPW4 2040-08-01 5 2147.27 2071.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAE0392 N/A 31419ANJ2 2039-12-01 5.5 1990.09 1974.34 Agency Mortgage-Backed Securities GNMA GNII SF MA3779 M N/A 36179SFU6 2031-07-20 3.5 75899.74 73497.39 Agency Mortgage-Backed Securities GNMA GNII SF MA4325 M N/A 36179SYW1 2047-03-20 5.5 4820.21 4809.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM7323 N/A 3140XBD56 2047-07-01 5 35480.59 34455.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAB1763 N/A 31416W5Z1 2030-11-01 4 1553.09 1519.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL0065 N/A 3138EGCB8 2041-04-01 4.5 1126.84 1060.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI1888 N/A 3138AFC24 2041-05-01 4.5 3119.19 2936.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0776 N/A 31417Y2J5 2031-06-01 4.5 23608.30 23209.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 ZL310085 N/A 31374CNA0 2036-11-01 5 259.45 252.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL890365 N/A 31410LFE7 2041-07-01 5.5 4098.66 4068.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI9856 N/A 3138AP5S3 2041-09-01 5 5149.06 4953.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0908 N/A 31418AAJ7 2031-11-01 4 71210.17 69368.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8858 N/A 3140QUZY5 2054-07-01 6 58922.82 58763.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5248 N/A 31418EZN3 2054-01-01 6.5 32916.81 33371.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3537 N/A 31418C4X9 2048-12-01 4.5 23048.12 21140.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ0862 N/A 3138YR5Y0 2045-07-01 3.5 70883.68 62362.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAJ7715 N/A 3138E0SD2 2026-12-01 3 4.89 4.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL944706 N/A 31413GAF7 2037-07-01 6 7966.96 8091.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3902 N/A 31418DKQ4 2050-01-01 2.5 93973.98 75132.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3897 N/A 31418DKK7 2035-01-01 3 11722.79 10882.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3827 N/A 31418DHD7 2034-11-01 2.5 922.80 841.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3797 N/A 31418DGF3 2034-10-01 2.5 263.42 240.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3747 N/A 31418DEV0 2049-08-01 4.5 4783.72 4378.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3745 N/A 31418DET5 2049-08-01 3.5 6169.43 5320.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3694 N/A 31418DC83 2049-07-01 4.5 83313.74 76277.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3637 N/A 31418DBF8 2049-04-01 3.5 76.88 66.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3656 N/A 31418DB27 2029-05-01 3.5 55.03 54.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3615 N/A 31418DAR3 2049-03-01 4 831.16 743.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA3601 N/A 31418DAB8 2034-01-01 4.5 7462.03 7289.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4439 N/A 31418D4Z2 2051-10-01 3 418.37 345.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4400 N/A 31418D3J9 2051-08-01 3 77952.60 64488.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3444 N/A 31418CZJ6 2048-08-01 4.5 1075.04 986.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA2868 N/A 31418CFJ8 2032-01-01 2.5 6944.65 6539.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6991 N/A 3140XNXV1 2052-02-01 3 12459.86 10481.03 Agency Mortgage-Backed Securities GNMA GNII SF MA9014 M N/A 36179YAP9 2053-07-20 4 9495.29 8429.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0383 N/A 3140QKM96 2051-05-01 2.5 15426.51 12386.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM1043 N/A 3140X4ER3 2039-06-01 4.5 3621.42 3472.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 43930.49 39836.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3505 N/A 3140X63P4 2050-06-01 2.5 47541.50 37978.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3845 N/A 3140QBHX9 2049-07-01 4.5 1176.79 1077.74 Agency Mortgage-Backed Securities GNMA GNII SF MA5713 M N/A 36179UK27 2049-01-20 5.5 12688.76 12446.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2622 N/A 3140QM4G6 2052-01-01 2.5 42568.06 34269.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3497 N/A 3140XJ3F8 2052-08-01 3.5 7903.73 6734.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM2899 N/A 3140X6GH8 2046-11-01 4.5 17677.18 16666.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBN5296 N/A 3140JM3E0 2034-02-01 4 2463.59 2373.40 Agency Mortgage-Backed Securities GNMA GNII SF MA8800 M N/A 36179XX50 2053-04-20 5 112013.13 106827.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7726 N/A 3138WHSQ6 2046-08-01 3 101536.19 86330.30 Agency Mortgage-Backed Securities GNMA GNII SF MA6605 M N/A 36179VKS8 2050-04-20 6 5788.68 5922.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3692 N/A 31418DC67 2049-07-01 3.5 1169.87 1006.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5897 N/A 3140QRRT2 2053-03-01 5 42495.57 40023.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT257164 N/A 31371NTV7 2028-04-01 5.5 3958.06 3979.11 Agency Mortgage-Backed Securities GNMA GNII SF 003899 M N/A 36202EKL2 2036-09-20 6 1015.63 1035.58 Agency Mortgage-Backed Securities GNMA GNII SF 003865 M N/A 36202EJJ9 2036-06-20 6 126.32 128.80 Agency Mortgage-Backed Securities GNMA GNII SF 003831 M N/A 36202EHG7 2036-03-20 6 154.78 157.87 Agency Mortgage-Backed Securities GNMA GNII SF 003460 M N/A 36202DZZ7 2033-10-20 6 193.25 195.00 Agency Mortgage-Backed Securities GNMA GNII SF 003376 M N/A 36202DXD8 2033-04-20 6 502.08 510.24 Agency Mortgage-Backed Securities GNMA GNII SF 003285 M N/A 36202DUJ8 2032-09-20 6 161.23 163.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL816268 N/A 31406PZ93 2035-03-01 5.5 87.55 85.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0414 N/A 3140QKN87 2051-05-01 2.5 44443.36 35374.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8251 N/A 3140QGEZ6 2050-12-01 2.5 35171.71 27558.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7734 N/A 3140QFSY6 2050-11-01 2.5 108874.08 86356.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7736 N/A 3140QFS26 2050-11-01 2.5 20665.34 16469.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7240 N/A 3140QFBJ7 2050-10-01 2.5 975.19 781.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6970 N/A 3140QEW81 2050-09-01 2.5 36735.36 29386.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 45957.59 38994.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAS8291 N/A 3138WJF94 2031-11-01 2 950.11 886.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7729 N/A 3138WHST0 2046-08-01 3 4604.62 3912.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS7638 N/A 3138WHPY2 2031-07-01 2.5 18096.25 17121.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS7643 N/A 3138WHP55 2031-08-01 2.5 997.09 943.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS7495 N/A 3138WHKH4 2031-07-01 2.5 2730.66 2579.87 Agency Mortgage-Backed Securities GNMA GNII SF MA3007 M N/A 36179RKU2 2030-08-20 3.5 56747.78 55430.07 Agency Mortgage-Backed Securities GNMA GNII SF MA2678 M N/A 36179Q6P1 2045-03-20 3.5 238150.33 208228.99 Agency Mortgage-Backed Securities GNMA GNII SF MA0825 M N/A 36179M4J6 2028-03-20 2.5 49766.96 49119.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE4592 N/A 31419FC61 2040-09-01 4 6957.93 6382.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAE0103 N/A 31419ADH7 2039-05-01 6 36663.79 37322.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 22862.45 21828.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4063 N/A 3140QPQR1 2052-07-01 4.5 23105.90 21322.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3760 N/A 3140QPFA0 2052-05-01 3.5 10014.07 8540.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL815659 N/A 31406PE88 2035-02-01 5.5 3677.59 3594.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL815498 N/A 31406N7K4 2035-03-01 5.5 34.96 34.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL813957 N/A 31406MJA5 2035-05-01 6 215.27 215.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL808178 N/A 31406E2K9 2035-03-01 5.5 478.02 471.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL782335 N/A 31404YEG3 2034-05-01 5.5 1986.81 1955.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK2411 N/A 3138E6VD5 2042-02-01 4 7456.13 6866.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1029 N/A 31418AEB0 2032-04-01 3.5 5095.80 4898.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL1762 N/A 3138EH5Y4 2027-05-01 3 365.70 364.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL2134 N/A 3138EJLQ9 2027-07-01 4 124.72 124.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4080 N/A 31418DRA2 2050-07-01 3.5 907.41 779.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5558 N/A 31418FE86 2039-12-01 5 1577.47 1534.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5557 N/A 31418FE78 2039-12-01 4.5 5679.24 5411.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5494 N/A 31418FC88 2054-10-01 4 3152.31 2762.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5446 N/A 31418FBQ9 2054-08-01 6.5 5394.05 5468.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5422 N/A 31418FAY3 2054-07-01 6.5 40469.47 41027.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5424 N/A 31418FA23 2039-07-01 5 9491.58 9235.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6191 N/A 31418F2Z9 2041-09-01 5.5 1029.81 1022.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5266 N/A 31418EZ86 2039-02-01 5 9967.93 9705.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5219 N/A 31418EYR5 2038-12-01 5.5 48328.05 48000.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 31371.22 27588.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5163 N/A 31418EWZ9 2053-10-01 4.5 22722.47 20631.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5140 N/A 31418EWA4 2053-09-01 6.5 11028.55 11180.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5087 N/A 31418EUM0 2038-07-01 5.5 330.24 328.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5056 N/A 31418ETN0 2053-05-01 3.5 25383.31 21595.75 Agency Mortgage-Backed Securities GNMA GNII SF 002687 M N/A 36202C6Y4 2028-12-20 6 39.41 39.73 Agency Mortgage-Backed Securities GNMA GNII SF DT3973 C N/A 3618W3MW1 2056-07-20 5.5 2614678.81 2585856.04 Agency Mortgage-Backed Securities GNMA GNII SF MB1283 M N/A 3618N6M95 2056-07-20 4.5 6927080.56 6215288.39 Agency Mortgage-Backed Securities GNMA GNII SF MB1216 M N/A 3618N6K63 2056-06-20 5 630296.05 587976.58 Agency Mortgage-Backed Securities GNMA GNII SF MB1142 M N/A 3618N6HU4 2056-05-20 5 27549795.90 25700041.38 Agency Mortgage-Backed Securities GNMA GNII SF MB0684 M N/A 3618N5XN4 2055-10-20 4.5 168378.05 151874.48 Agency Mortgage-Backed Securities GNMA GNII SF MB0621 M N/A 3618N5VP1 2055-09-20 4.5 84719.77 76458.23 Agency Mortgage-Backed Securities GNMA GNII SF MB0553 M N/A 3618N5TK5 2055-08-20 4 2404811.71 2084734.21 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 9180.94 8888.90 Agency Mortgage-Backed Securities GNMA GNII SF MA8046 M N/A 36179W5F1 2052-05-20 4.5 174774.98 161110.19 Agency Mortgage-Backed Securities GNMA GNII SF MA6930 M N/A 36179VVX5 2050-10-20 2 98179572.34 76388332.62 Agency Mortgage-Backed Securities GNMA GNII JM MA6925 M N/A 36179VVS6 2050-10-20 4 23377.79 19972.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS7272 N/A 3138WHCJ9 2031-06-01 2.5 7391.22 7000.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS7252 N/A 3138WHBW1 2046-05-01 4.5 146.21 135.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4004 N/A 31418DNW8 2050-03-01 5 20603.99 19412.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0378 N/A 3140XFM40 2052-01-01 2.5 82612.72 66703.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8947 N/A 3140QU5H5 2054-07-01 6 39444.31 39210.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBE5651 N/A 3140FRH57 2047-02-01 3 243.00 205.68 Agency Mortgage-Backed Securities GNMA GNII SF MA8724 M N/A 36179XVR4 2053-03-20 4.5 93947.87 86573.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3591 N/A 31418C7D0 2039-02-01 4.5 12042.98 11544.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3159 N/A 3140XJQM8 2052-10-01 4.5 28685.66 26220.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6110 N/A 3140QRYG2 2053-04-01 6.5 16826.93 17105.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBN7756 N/A 3140JQTN3 2049-09-01 3 52511.38 43867.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN6594 N/A 3140JPKG9 2049-05-01 4 2016.32 1802.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN1625 N/A 3140JHYX5 2048-11-01 5 80202.04 75773.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5984 N/A 3140JAUJ5 2049-05-01 5 65788.56 62282.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5629 N/A 3140JAHF8 2049-02-01 4.5 1816.01 1670.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL7083 N/A 3138EP2R4 2039-10-01 6.5 7201.38 7338.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL6159 N/A 3138ENZZ5 2032-01-01 4.5 3523.43 3484.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL6105 N/A 3138ENYB9 2029-12-01 4 1503.65 1486.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL6039 N/A 3138ENV97 2032-08-01 4 60165.86 58609.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL5616 N/A 3138ENG29 2041-09-01 5.5 77553.09 77042.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL5063 N/A 3138EMTV3 2032-01-01 4.5 10151.91 10039.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL4778 N/A 3138EMJY8 2032-10-01 4 2863.10 2808.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL4324 N/A 3138ELYW7 2040-05-01 6.5 14796.69 15363.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL3910 N/A 3138ELKY8 2033-08-01 4 5164.75 5019.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL3454 N/A 3138EKZU2 2043-04-01 3 24101.26 21024.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL3439 N/A 3138EKZD0 2027-09-01 4 17.20 17.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL3155 N/A 3138EKQH1 2027-12-01 3 3358.12 3330.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAL3104 N/A 3138EKNW1 2028-01-01 2.5 28.94 28.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL3019 N/A 3138EKK95 2038-12-01 5.5 1358.68 1350.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7878 N/A 3140XPXG9 2054-05-01 6 36730.78 36506.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7744 N/A 3140XPTA7 2054-04-01 6.5 26353.64 27091.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7302 N/A 3140XPDG1 2054-02-01 5 13207.01 12388.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4655 N/A 31418EE55 2052-07-01 4 3322.03 2925.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 62263.97 53010.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 8314.30 6563.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL776648 N/A 31404RZM2 2034-05-01 5.5 859.46 842.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL759245 N/A 31403VP60 2034-01-01 5.5 4414.63 4399.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL752660 N/A 31403ME96 2034-02-01 5.5 198.74 195.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL750160 N/A 31403JMH6 2033-09-01 5.5 134.37 131.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL750699 N/A 31403J7L4 2033-11-01 5.5 33.42 32.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL255001 N/A 31371LGJ2 2033-11-01 6.5 2690.48 2734.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254829 N/A 31371LA66 2033-08-01 5.5 7808.98 7803.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL255661 N/A 31371L5W5 2035-03-01 6.5 3151.82 3203.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL190363 N/A 31368HML4 2035-11-01 5.5 873.15 871.63 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8189 N/A 3132D6C24 2037-11-01 4 16222015.03 15132191.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3213 N/A 3140XJSB0 2052-07-01 3.5 3247.91 2767.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3208 N/A 3140XJR62 2052-05-01 2 1680.19 1270.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3063 N/A 3140XJMM2 2052-10-01 4.5 5821.75 5322.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2996 N/A 3140XJKJ1 2047-07-01 5 5295.88 5121.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAE0811 N/A 31419A3V7 2039-09-01 6 31004.11 31555.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAD8529 N/A 31418WPP9 2040-08-01 4.5 1927.99 1816.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD8326 N/A 31418WHC7 2040-07-01 5.5 14303.91 14010.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD6946 N/A 31418UWG5 2040-06-01 5.5 8490.76 8358.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD4567 N/A 31418SCD9 2040-04-01 5.5 2105.06 2089.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD3336 N/A 31418QV67 2040-04-01 5.5 7865.04 7688.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAD1050 N/A 31418NEY2 2040-02-01 4.5 45833.41 43250.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAD0727 N/A 31418MYZ9 2039-08-01 6 1042.17 1050.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0198 N/A 31418MGG1 2038-09-01 5.5 4996.98 4989.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAD0130 N/A 31418MEC2 2039-08-01 6.5 2622.20 2721.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6062 N/A 31418FWY9 2041-05-01 5.5 994.38 987.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 N/A 31418FWP8 2056-05-01 5 37602.33 34996.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM8104 N/A 3140XCAE8 2051-07-01 3 438.50 361.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8996 N/A 3140XC7J1 2051-09-01 3.5 12518.35 10779.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7786 N/A 3140XBUL2 2049-01-01 4 43550.63 38845.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 11400.40 9814.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7518 N/A 3140XBK82 2051-06-01 2.5 38063.19 30509.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM7464 N/A 3140XBJJ0 2040-06-01 4.5 7742.18 7387.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7418 N/A 3140XBG46 2051-06-01 2.5 8722.14 6941.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3925 N/A 3140XKLF5 2053-03-01 5.5 22530.52 21851.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3730 N/A 3140XKEC0 2031-03-01 2.5 1102.86 1086.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS4480 N/A 3140XK6S4 2050-03-01 4.5 70026.52 64987.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4454 N/A 3140XK5Q9 2053-04-01 6 7725.94 7662.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4377 N/A 3140XK2K5 2052-04-01 3 6709.58 5528.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3411 N/A 3140XJYH0 2053-01-01 6 19952.56 19841.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7293 N/A 3140XBC73 2051-05-01 2.5 21323.06 17018.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM7290 N/A 3140XBC40 2051-05-01 3 62408.90 52253.95 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7261 N/A 3140XBB74 2036-05-01 2 437.84 386.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM6818 N/A 3140XASG8 2050-08-01 3.5 26338.37 22735.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM6753 N/A 3140XAQF2 2050-10-01 4 2719.03 2418.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM6468 N/A 3140XAFJ6 2049-06-01 4 7353.15 6542.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7136 N/A 3140XA4W9 2050-01-01 3.5 12005.57 10411.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFM6080 N/A 3140X9XJ9 2044-05-01 5.5 5661.00 5641.65 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6031 N/A 3140X9VZ5 2051-02-01 2 1921.56 1447.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM5197 N/A 3140X8X36 2050-03-01 3.5 7885.78 6780.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6730 N/A 3140QEPQ9 2050-08-01 3 717.79 601.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6711 N/A 3140QEN57 2050-08-01 2.5 27213.57 21800.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6636 N/A 3140QELS9 2050-08-01 2.5 87197.17 69841.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6577 N/A 3140QEJX1 2050-08-01 2.5 14070.78 11268.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6359 N/A 3140QEB50 2050-07-01 2.5 52843.06 42452.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7028 N/A 3140QEY22 2050-09-01 2.5 112944.23 90654.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1560 N/A 3140Q8WW1 2048-04-01 4.5 3656.28 3366.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9153 N/A 3138ERE30 2046-09-01 3.5 2806.24 2471.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1307 N/A 31418ANZ7 2033-01-01 3 17052.46 16058.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR1270 N/A 3138NXMU8 2043-01-01 3 3342.16 2901.37 Agency Mortgage-Backed Securities GNMA GNII SF MA0697 M N/A 36179MX21 2043-01-20 2.5 35861.64 30422.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR1910 N/A 3138NYDQ5 2043-01-01 3 19210.33 16740.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR0532 N/A 3138NWSW0 2042-12-01 3 2555.55 2231.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAR1729 N/A 3138NX4P9 2043-02-01 4 6217.99 5711.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB7931 N/A 31417EY54 2043-02-01 3 1060.11 924.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5250 N/A 31418EZQ6 2039-01-01 5.5 47724.37 47444.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7311 N/A 3140XBDR8 2049-03-01 4.5 55939.30 51269.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 3031.20 2502.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3443 N/A 31418CZH0 2048-08-01 4 1081.16 966.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3462 N/A 31418CZ49 2033-09-01 3.5 13460.32 12835.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3409 N/A 31418CYF5 2033-07-01 3 1209.74 1139.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA3386 N/A 31418CXQ2 2048-06-01 5 21503.49 20405.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3384 N/A 31418CXN9 2048-06-01 4 25611.96 22952.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3372 N/A 31418CXA7 2033-05-01 4 4666.08 4517.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1458 N/A 3140X4TQ9 2049-04-01 4.5 39955.14 36663.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM1353 N/A 3140X4QF6 2039-08-01 4.5 2573.63 2469.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1263 N/A 3140X4MM5 2049-07-01 4.5 28680.28 26197.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1147 N/A 3140X4HZ2 2049-05-01 5 68.98 65.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM1155 N/A 3140X4H90 2032-06-01 2.5 2022.17 1914.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1104 N/A 3140X4GN0 2049-05-01 3.5 6536.97 5673.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1001 N/A 3140X4DF0 2048-11-01 3.5 446.62 384.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM0036 N/A 3140X3BE7 2049-08-01 5 1228.06 1164.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6065 N/A 3140W6W32 2054-01-01 4.5 1015.00 928.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4676 N/A 3140W5FS8 2052-07-01 3 4313.02 3543.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4331 N/A 3140W4Y50 2053-08-01 4 17114.46 15067.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3849 N/A 3140W4H34 2052-04-01 2.5 8553.48 6798.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA3650 N/A 3140W4BU0 2036-04-01 2.5 8014.57 7596.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3343 N/A 3140W3WD7 2052-09-01 3.5 46581.62 40089.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA3110 N/A 3140W3N47 2040-10-01 4.5 16269.06 15460.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2927 N/A 3140W3HD4 2053-10-01 4.5 78994.54 71984.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1408 N/A 3140W1R62 2054-09-01 6 40595.82 40338.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA1024 N/A 3140W1D67 2051-05-01 2.5 5295.54 4189.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFA0235 N/A 3140W0HM0 2044-12-01 5.5 13579.57 13301.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 54696.73 52994.05 Agency Mortgage-Backed Securities GNMA GNII SF MA9304 M N/A 36179YKR4 2053-11-20 5 270954.79 255460.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM5466 N/A 3140JACC0 2043-10-01 2.5 75737.76 63466.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTFS2493 N/A 3140XHXX0 2029-09-01 6 306.75 308.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CICA3155 N/A 3140QAQH6 2034-02-01 4 46130.89 44426.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 56649.28 53724.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS7253 N/A 3138WHBX9 2046-05-01 4.5 155.08 143.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM7346 N/A 3140XBEU0 2051-05-01 3 86700.37 72132.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2317 N/A 3140XHSF5 2052-04-01 2.5 5047.53 4042.03 Agency Mortgage-Backed Securities GNMA GNII SF MA5653 M N/A 36179UH62 2048-12-20 5 15809.09 15193.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS7557 N/A 3138WHMF6 2046-07-01 4 870.19 789.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT2761 N/A 3140LRB72 2051-08-01 2.5 47298.56 37884.91 Agency Mortgage-Backed Securities GNMA GNII SF 003238 M N/A 36202DS36 2032-05-20 6 139.78 142.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR8296 N/A 3140L7GE6 2051-05-01 2.5 424.39 339.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9371 N/A 3138ERMV9 2046-10-01 3 727.02 617.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8709 N/A 3140QUVB9 2054-06-01 6 11413.88 11313.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254869 N/A 31371LCE7 2033-09-01 5.5 1425.58 1420.90 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2931 N/A 3140XJHH9 2037-03-01 2 2850.39 2518.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2889 N/A 3140XJF73 2051-07-01 3.5 86116.98 74306.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745512 N/A 31403DGV5 2036-05-01 6 756.26 762.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL745428 N/A 31403DD97 2036-01-01 5.5 59244.36 59160.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL745096 N/A 31403CXZ9 2034-11-01 5.5 23834.27 23713.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL745092 N/A 31403CXV8 2035-07-01 6.5 3256.24 3314.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL745275 N/A 31403C6L0 2036-02-01 5 471.96 459.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745256 N/A 31403C5R8 2036-02-01 6 18308.39 18442.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL739503 N/A 31402VRY8 2033-09-01 5.5 21816.69 21752.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL736570 N/A 31402SJP3 2033-10-01 6 4225.19 4220.31 Agency Mortgage-Backed Securities GNMA GNII SF MA6825 M N/A 36179VSN1 2050-08-20 5.5 3290.06 3255.87 Agency Mortgage-Backed Securities GNMA GNII SF MA6772 M N/A 36179VQZ6 2050-07-20 6 7689.52 7870.92 Agency Mortgage-Backed Securities GNMA GNII SF MA6766 M N/A 36179VQT0 2050-07-20 3 175026.92 146193.80 Agency Mortgage-Backed Securities GNMA GNII SF MA6604 M N/A 36179VKR0 2050-04-20 5.5 1471.25 1456.84 Agency Mortgage-Backed Securities GNMA GNII SF MA6480 M N/A 36179VFV7 2050-02-20 6 35578.05 36819.77 Agency Mortgage-Backed Securities GNMA GNII SF MA6411 M N/A 36179VDQ0 2050-01-20 4 406.62 364.27 Agency Mortgage-Backed Securities GNMA GNII SF MA6408 M N/A 36179VDM9 2050-01-20 2.5 91325.35 74524.58 Agency Mortgage-Backed Securities GNMA GNII SF MA6338 M N/A 36179VBF6 2049-12-20 3 3074.20 2568.17 Agency Mortgage-Backed Securities GNMA GNII JM MA7185 M N/A 36179V6W5 2051-02-20 2.5 291565.15 230476.68 Agency Mortgage-Backed Securities GNMA GNII SF MA7143 M N/A 36179V5C0 2051-01-20 6 747.59 763.33 Agency Mortgage-Backed Securities GNMA GNII SF MA6127 M N/A 36179UYY2 2034-09-20 3 110258.65 103066.11 Agency Mortgage-Backed Securities GNMA GNII SF MA6095 M N/A 36179UXY3 2049-08-20 6 20463.12 20935.01 Agency Mortgage-Backed Securities GNMA GNII SF MA5931 M N/A 36179USU7 2049-05-20 4 13617.11 12206.95 Agency Mortgage-Backed Securities GNMA GNII SF MA5820 M N/A 36179UPD8 2049-03-20 5.5 37394.40 36719.04 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8440 N/A 3140XCLW6 2051-08-01 2.5 16823.80 13416.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5087 N/A 3140QQUM5 2052-11-01 5.5 68608.44 66732.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 52521.71 46401.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5050 N/A 3140XLTG3 2052-06-01 3 3589.97 2960.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8043 N/A 3140QF5D7 2050-12-01 2.5 87193.76 69770.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL6841 N/A 3138EPS70 2029-02-01 4 30.23 30.12 Agency Mortgage-Backed Securities GNMA GNII SF MA8400 M N/A 36179XKM7 2037-12-20 6 22784.34 22639.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC9083 N/A 3140F5CV3 2046-12-01 3 14680.89 12439.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2943 N/A 3138W0HV4 2043-02-01 3 10492.20 9152.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB8719 N/A 31417FVM7 2043-03-01 3 21944.91 19134.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAR6002 N/A 3138W3U43 2028-03-01 3 2044.43 2019.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB8899 N/A 31417F3H9 2043-04-01 3 43879.44 38160.05 Agency Mortgage-Backed Securities GNMA GNII SF MB0258 M N/A 3618N5JC4 2055-03-20 5 54193.94 50800.09 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 5983.00 5622.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL735997 N/A 31402RUW7 2035-11-01 5.5 1021.99 1012.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 158.78 155.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL735500 N/A 31402RDD8 2035-05-01 5.5 7228.62 7190.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL735484 N/A 31402RCV9 2035-05-01 5 258.57 253.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL735227 N/A 31402QYY1 2035-02-01 5.5 8958.82 8913.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL735224 N/A 31402QYV7 2035-02-01 5.5 1250.38 1244.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9262 N/A 3140XRJG1 2054-10-01 5.5 5737.11 5539.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8852 N/A 3140XQZS9 2052-04-01 2.5 1198.53 946.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8686 N/A 3140XQUL9 2053-07-01 2.5 18388.69 14603.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8299 N/A 3140XQGH4 2054-07-01 6 67978.46 67716.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8275 N/A 3140XQFR3 2054-06-01 5.5 71434.57 69006.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8288 N/A 3140XQF69 2052-03-01 2 45781.23 34606.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS8105 N/A 3140XQAF4 2052-10-01 2 2387.16 1800.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8970 N/A 3140XQ6G7 2054-09-01 5.5 5483.94 5279.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7890 N/A 3140XPXU8 2047-07-01 5 4303.75 4165.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 1113.33 947.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5042 N/A 31418ES84 2038-06-01 4.5 90020.46 85829.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA4994 N/A 31418ERQ5 2038-04-01 4 88695.85 82733.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 11438.43 11072.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAS4178 N/A 3138WDUC3 2044-12-01 5 15806.99 15020.65 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR0715 N/A 3140KXYM2 2051-01-01 2 24947.13 19265.45 Agency Mortgage-Backed Securities GNMA GNII SF MA8487 M N/A 36179XNC6 2052-12-20 3.5 60286.72 51672.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAL9971 N/A 3138ESCH9 2027-01-01 4.5 .58 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6884 N/A 3140QSUJ8 2053-08-01 6.5 55839.25 56582.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM5001 N/A 3140X8RX7 2050-04-01 3.5 2813.94 2419.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM5425 N/A 3140X9A39 2049-06-01 3.5 3508.35 3041.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5865 N/A 3140XMQT6 2053-01-01 4.5 70410.40 64131.56 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-10-01 2026-10-01 2026-10-01 N N N .0394 400000000.00 400000000.00 .0023 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, REPO, 3.910%, 10/1/2026 3.910 933DQX004 X574KRZ6V5A7UBU45C31 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42000000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42000000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42000000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42000000.00 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0396 163500000.00 163500000.00 .0009 N Y Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.910%, 10/29/2026 3.910 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLFA1766 N/A 3140W16C2 2055-02-01 5.5 758.91 734.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0632 N/A 3140W0V28 2055-01-01 5.5 707.06 681.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0388 N/A 3140W0NE1 2053-03-01 4.5 719.65 655.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6302 N/A 3140NBAC5 2053-02-01 5.5 642.61 620.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6191 N/A 3140NA2Z5 2053-02-01 5.5 553.98 537.86 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX4678 N/A 3140N9FU5 2053-01-01 7.5 591.87 630.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4305 N/A 3140N8YB8 2053-04-01 5.5 2755795.76 2660308.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX3803 N/A 3140N8GM4 2053-02-01 4.5 2019968.56 1832323.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX2368 N/A 3140N6T28 2053-02-01 4.5 428197.21 388757.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0708 N/A 3140UFYE8 2056-06-01 5 890673.40 831230.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0789 N/A 3140UF2X1 2056-06-01 5 835.53 784.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9456 N/A 3140UDQJ1 2056-06-01 5 4169548.53 3890292.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9134 N/A 3140UDEG0 2056-05-01 4.5 976492.13 883575.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9096 N/A 3140UDDA4 2056-05-01 5 835.15 778.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7935 N/A 3140UBY98 2056-05-01 5.5 834.96 806.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1118 N/A 3140XGG45 2052-03-01 3.5 538.91 460.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 DIDF5851 N/A 3140BWQD3 2040-11-01 6 679.54 672.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5767 N/A 3140BWMR6 2055-12-01 5 1660.39 1551.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5754 N/A 3140BWMC9 2055-11-01 6 831.45 824.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3916 N/A 3140BUK68 2055-11-01 5.5 796.26 772.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIDF2784 N/A 3140BTCW3 2041-03-01 3.5 1637.38 1493.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2392 N/A 3140BSUS4 2055-11-01 5 829.77 778.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2155 N/A 3140BSMD6 2055-10-01 5.5 807.12 782.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0548 N/A 3140BQTE1 2056-03-01 5.5 792.04 767.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9868 N/A 3140BN6E3 2055-07-01 5.5 924203.73 888846.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8579 N/A 3140BMQ94 2055-10-01 5.5 797.45 772.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE5947 N/A 3140BJTD9 2055-08-01 6 51476.02 51023.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE4362 N/A 3140BGZ48 2055-09-01 5.5 753.76 727.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE3211 N/A 3140BFR98 2055-07-01 5.5 760.14 732.32 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE2183 N/A 3140BEM96 2055-06-01 7 833531.60 872317.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE1140 N/A 3140BDHS2 2055-06-01 6 320974.61 319829.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9856 N/A 3140BA5S1 2055-06-01 5.5 882054.24 847838.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8841 N/A 3140B9ZF9 2055-08-01 6.5 726.63 747.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8570 N/A 3140B9QY8 2055-05-01 5.5 7055826.22 6813363.73 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7849 N/A 3140B8WK3 2055-04-01 7 1353.74 1420.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5040 N/A 31418ES68 2053-06-01 6 442.42 440.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 65109.70 63047.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 607.05 570.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 612.86 559.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 617.97 562.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4709 N/A 31418EGT1 2052-07-01 5 567.25 534.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7826 N/A 3140UBVU4 2056-04-01 5 832.76 777.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0903 N/A 3140N5AD6 2052-10-01 5.5 622.13 609.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0472 N/A 3140N4Q26 2052-10-01 5 1789711.51 1691169.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0420 N/A 3140N4PE1 2052-11-01 5.5 1517965.05 1466890.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4591 N/A 3140W5C51 2056-02-01 5 839.12 783.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5323 N/A 3140W54H4 2056-05-01 5 848.67 791.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4085 N/A 3140W4RF6 2056-01-01 5 831.93 777.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3941 N/A 3140W4LX3 2055-12-01 5 91555.24 85645.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3763 N/A 3140W4FD4 2052-04-01 2.5 801.88 638.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4388 N/A 3140W42W6 2056-01-01 5.5 1599.93 1543.37 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3394 N/A 3140W3XY0 2051-10-01 2 29888.61 22412.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2838 N/A 3140W3EL9 2052-09-01 2.5 787.36 621.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2827 N/A 3140W3D97 2055-09-01 5 789.77 739.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2826 N/A 3140W3D89 2055-07-01 5 796.73 741.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2770 N/A 3140W3CG2 2055-07-01 6 691.61 684.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2717 N/A 3140W3AT6 2050-02-01 3 2772609.39 2354030.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2491 N/A 3140W2XV8 2049-09-01 3 1006382.51 861436.93 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2414 N/A 3140W2VG3 2052-05-01 2.5 1207009.86 955438.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2085 N/A 3140W2J77 2052-11-01 4.5 732.24 667.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1943 N/A 3140W2ER8 2055-05-01 5.5 735.18 710.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1596 N/A 3140W1X24 2055-05-01 5.5 661.26 640.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 14928589.39 14538065.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9103 N/A 3140NEDH5 2053-03-01 6 733793.81 730892.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5042 N/A 3140ASS82 2054-10-01 5.5 903783.86 870417.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4570 N/A 3140XLCG1 2047-12-01 5 482.54 468.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9599 N/A 3133WGUY9 2054-07-01 6 1634872.86 1634301.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6959 N/A 3133WDWU2 2054-04-01 5.5 2171130.56 2096913.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP7667 N/A 3140KFQV0 2050-12-01 2.5 1006.87 800.92 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0356 N/A 3132CWMD3 2034-11-01 3.5 193530.69 183793.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3756 N/A 3140ARE63 2054-08-01 5.5 1160119.08 1117415.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4011 N/A 3133C4N42 2053-06-01 5 791.08 743.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1376 N/A 3140XGQ69 2051-12-01 3 530.14 440.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4322 N/A 3140J8YU1 2048-07-01 4 132.99 119.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6422 N/A 3140QED41 2050-07-01 3 265.48 219.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT0267 N/A 3140LNJM0 2051-09-01 3 244179.51 205285.79 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS9426 N/A 3140LLPL9 2033-09-01 4.34 8965286.89 8418692.27 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS7320 N/A 3140LJD29 2032-12-01 4.88 9726153.85 9477126.48 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS5156 N/A 3140LFWS9 2042-03-01 3.09 4654300.00 3428074.25 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS4273 N/A 3140LEXB8 2031-12-01 1.93 16247425.47 13848813.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR5244 N/A 3140L3ZJ3 2051-02-01 2.5 1782783.10 1445956.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4722 N/A 3140L3G88 2051-03-01 2 2938483.06 2248759.71 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR0912 N/A 3140KYAN4 2051-04-01 2 570.45 436.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5851 N/A 3142K7QD4 2056-06-01 5.5 795.29 765.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB3693 N/A 3142K5C76 2056-05-01 6 937589.84 929248.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4434 N/A 3142K54U4 2056-06-01 6.5 835.47 850.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3404 N/A 3142K4YA8 2056-05-01 4.5 3975725.38 3602448.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3363 N/A 3142K4WZ5 2056-05-01 4.5 871375.51 788241.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2347 N/A 3142K3TD0 2056-04-01 5 768.52 715.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2221 N/A 3142K3PF9 2056-05-01 5 97710.42 91492.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1499 N/A 3142K2UZ1 2056-04-01 5 825.46 768.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0034 N/A 3142K1BC5 2056-04-01 5 819.90 766.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8331 N/A 3140QUHH2 2054-04-01 5.5 24528.61 23700.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8323 N/A 3140QUG91 2054-04-01 5.5 312024.38 302812.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8119 N/A 3140QUAV8 2054-03-01 5 12617724.49 11811928.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8116 N/A 3140QUAS5 2054-03-01 4.5 757.16 688.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7778 N/A 3140QTUC1 2054-01-01 5.5 23839503.80 23089907.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9089 N/A 3133WGC29 2054-06-01 6.5 8961584.84 9116773.60 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9848 N/A 3133WG5H4 2054-07-01 7 678.62 709.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7565 N/A 3133WEMN7 2054-06-01 6 59577.45 59340.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4589 N/A 31418EC32 2032-04-01 2 333.92 309.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4020 N/A 31418DPE6 2050-05-01 3 75534.22 62841.95 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3910 N/A 31418DKY7 2035-01-01 2 236873.29 211637.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 5266.00 3969.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4400 N/A 31418D3J9 2051-08-01 3 51109.16 42281.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA2954 N/A 31418CH80 2047-02-01 3.5 579745.78 504830.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA1444 N/A 31418ATA6 2033-05-01 2.5 386478.42 356910.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1307 N/A 31418ANZ7 2033-01-01 3 685104.58 645160.70 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 511009188.46 475793373.50 U.S. Treasuries (including strips) USTR TINT 08/15/30 N/A 912833XY1 2030-08-15 0 320259.88 263054.42 U.S. Treasuries (including strips) USTR TINT 05/15/35 N/A 912833X88 2035-05-15 0 1278211.05 809939.71 U.S. Treasuries (including strips) USTR TINT 08/15/35 N/A 9128335A4 2035-08-15 0 11680537.04 7293782.87 U.S. Treasuries (including strips) USTR TINT 08/15/32 N/A 9128334U1 2032-08-15 0 14402888.59 10630844.08 U.S. Treasuries (including strips) USTR TINT 02/15/32 N/A 9128334T4 2032-02-15 0 13.11 9.94 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 12160375.38 12113981.57 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 5181189.23 5192860.71 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 38221269.23 38281236.12 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 19360915.38 18647054.24 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 56117979.23 49617581.17 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 426886845.38 418488380.31 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 25726515.38 19859802.23 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 2755855.38 1309854.62 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 2766.92 2273.01 U.S. Treasuries (including strips) USTR TINT 08/15/34 N/A 9128334Y3 2034-08-15 0 774085.39 511624.77 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 23451769.23 22637060.63 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 253562507.69 250863748.22 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 253956752.31 245158738.07 U.S. Treasuries (including strips) FNMA FNMS 06.000 CLBW8287 N/A 3140N1F57 2052-09-01 6 382.29 380.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM6737 N/A 3140XAPX4 2049-12-01 3.5 1333644.54 1153205.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW1831 N/A 3140MTA94 2052-12-01 6 501917.87 500979.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH3719 N/A 3133CGDY0 2053-09-01 6.5 921471.33 942015.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8359 N/A 3132D6JC5 2040-01-01 3.5 693.82 632.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0399 N/A 3140Y6NR7 2055-05-01 5.5 732.12 709.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4783 N/A 3140B5J57 2055-03-01 6.5 687877.20 707540.93 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2280 N/A 3133L8Q99 2036-10-01 2 494.63 437.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN5937 N/A 3140JNS35 2049-05-01 5 389244.90 365767.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5351 N/A 3140BV5M8 2055-12-01 6 1283964.73 1278369.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1002 N/A 3142K2DG2 2056-04-01 5 831.51 773.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1646 N/A 3140W1ZL0 2049-12-01 3.5 226757.98 198277.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDB8242 N/A 3140AJEQ7 2054-11-01 4 804.03 705.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0414 N/A 3140W0N84 2055-01-01 6 97758.75 97918.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI3933 N/A 3140UXLP8 2056-09-01 5 839.18 784.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2305 N/A 3140UVR35 2056-08-01 6 8017656.05 7953357.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2219 N/A 3140UVPD5 2056-09-01 6 2286672.43 2258393.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6156 N/A 3140MXZW7 2052-07-01 5 1079931.72 1016248.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5871 N/A 3140MXQZ0 2052-08-01 5 1812314.33 1694540.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6195 N/A 3140MX3D4 2052-08-01 5 662262.36 635463.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2871 N/A 3140MUFM7 2041-04-01 3.5 821.50 752.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBW2868 N/A 3140MUFJ4 2041-04-01 3.5 1626871.46 1482846.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2552 N/A 3140MTZS5 2056-01-01 5.5 829.03 796.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1387 N/A 3140MSRH0 2052-12-01 4.5 3929002.73 3586542.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 671.45 612.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW0040 N/A 3140MRBJ5 2052-07-01 5 1820576.56 1712290.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 103878.03 95226.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV9960 N/A 3140MQB65 2052-06-01 4 43137.68 38278.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV9286 N/A 3140MPJ85 2052-07-01 5 2279721.81 2165101.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBV9862 N/A 3140MP5Y3 2037-05-01 3 841.12 764.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV7953 N/A 3140MMZT8 2052-08-01 5 1889614.31 1795384.49 Agency Mortgage-Backed Securities GNMA GNMI SP 783379 X N/A 36241LXG6 2041-08-15 4 50.39 45.07 Agency Mortgage-Backed Securities GNMA GNMI SP 783550 X N/A 36241L5K8 2042-03-15 3.5 45.54 40.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1291 N/A 31418ANH7 2042-12-01 4 2156357.59 1957233.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0293 N/A 31417YKF3 2030-01-01 4.5 172952.14 171685.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 7.30 7.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0844 N/A 31417Y5E3 2031-08-01 4.5 86103.02 84726.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4229 N/A 31417AVX4 2042-01-01 3.5 767962.36 688211.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5886 N/A 3140B6RG2 2055-03-01 5.5 1657976.06 1597692.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5881 N/A 3140B6RB3 2055-03-01 6 1471419.94 1453202.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5512 N/A 3140B6DS1 2055-06-01 6 730.11 726.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4440 N/A 3140B45A4 2055-03-01 6.5 896.05 915.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD1867 N/A 3140B2CD4 2054-12-01 5 851834.24 798711.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD1866 N/A 3140B2CC6 2054-12-01 5 1522721.14 1430816.97 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1114 N/A 3140B1GY6 2055-02-01 7 2504.15 2631.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD0446 N/A 3140B0P85 2055-01-01 6 775348.30 766644.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0401 N/A 3140B0NT1 2055-02-01 5.5 749.20 722.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC9706 N/A 3140AXYC5 2054-12-01 6 919.73 909.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7616 N/A 3140AVPA3 2054-11-01 6.5 823.86 841.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6996 N/A 3140AUX24 2054-12-01 5 5135041.85 4804688.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8032 N/A 3133WE4R8 2054-06-01 6 709.49 711.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI6462 N/A 3133WDFB3 2054-04-01 5.5 675854.19 651635.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI4959 N/A 3133WBQL3 2054-05-01 5 2064379.38 1945425.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI5305 N/A 3133WB3N4 2054-05-01 5.5 865270.50 837468.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI3959 N/A 3133WAMG0 2054-04-01 5.5 1163460.18 1125838.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI4480 N/A 3133WA6R4 2054-03-01 6 881367.01 872995.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI4471 N/A 3133WA6G8 2054-03-01 5.5 1021371.80 984479.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 10203.41 9518.58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRC1785 N/A 3133L76W2 2035-12-01 4 235720.44 221004.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2759 N/A 3140QAB58 2048-12-01 4.5 5391048.61 4963727.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9347 N/A 3142JYL59 2056-04-01 5 832.79 777.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8783 N/A 3142JXXM1 2056-03-01 6 2128653.62 2135893.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8679 N/A 3142JXUD4 2056-03-01 5.5 853.08 836.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5401 N/A 3142JUAB6 2056-02-01 5 802.59 753.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4389 N/A 3142JS2X2 2056-01-01 5 55300.17 51893.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2347 N/A 3142JQTD1 2055-11-01 5.5 809.31 779.69 Agency Mortgage-Backed Securities GNMA GNII SP 788727 C N/A 3622AESQ0 2056-07-20 5 856.43 801.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9536 N/A 3140N2S28 2052-10-01 5 1629220.70 1542272.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9898 N/A 3140N27L9 2052-10-01 4.5 673.17 613.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9846 N/A 3140N25G2 2052-09-01 5 173154.58 162956.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8811 N/A 3140N1YH0 2052-09-01 5 858873.16 816036.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8777 N/A 3140N1XF5 2052-09-01 5 633140.32 594737.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8756 N/A 3140N1WS8 2052-10-01 5 904558.15 865126.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8768 N/A 3140N1W66 2052-09-01 5 894070.00 837833.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8575 N/A 3140N1Q55 2052-09-01 5 2427727.84 2276467.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW8486 N/A 3140N1NC3 2052-09-01 4 391852.54 345512.93 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD6515 N/A 3132DUGY7 2052-02-01 2 467061.00 355969.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5897 N/A 3132DTRS1 2054-07-01 6 22712369.45 22524136.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5876 N/A 3132DTQ52 2054-05-01 6 635172.53 630496.60 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5127 N/A 3132DSVU3 2054-02-01 7 3721566.29 3864768.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4885 N/A 3132DSNA6 2054-01-01 6.5 434.36 440.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4674 N/A 3132DSFP2 2053-11-01 5.5 120374.04 116640.82 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD3246 N/A 3132DQTB2 2052-08-01 4 634.70 558.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2361 N/A 3132DPTS7 2053-02-01 6 508.44 510.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1124 N/A 3140W1HA4 2054-07-01 5.5 2264790.34 2177465.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2138 N/A 3132DPLT3 2053-01-01 5.5 117532.98 114073.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1623 N/A 3132DNYU1 2052-09-01 5 579.02 544.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1597 N/A 3132DNX24 2052-09-01 5 36816.22 34573.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8188 N/A 3132D6CZ1 2037-11-01 3.5 84738.71 77318.95 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1504 N/A 3132CXU59 2038-01-01 2.5 18188.78 16361.96 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3SZT2112 N/A 3132AEKZ8 2048-11-01 4 242.04 214.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 ZLZT1230 N/A 3132ADLK2 2034-05-01 5.5 459315.33 458079.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3TZT0923 N/A 3132ADAY4 2036-05-01 3.5 142424.58 133630.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0473 N/A 3140N4Q34 2052-10-01 5 1295417.84 1226005.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKBM5598 N/A 3140JAGG7 2043-02-01 3 123.38 105.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 537.30 461.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2577 N/A 3140U52K1 2056-02-01 6 7128641.53 7108983.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8355 N/A 3132D6H86 2039-12-01 3.5 1893.90 1727.44 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL0764 N/A 31427MZ61 2054-12-01 4.5 4913820.05 4482509.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2137 N/A 3142JQLT4 2056-01-01 5 821.78 765.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0634 N/A 3142JNV45 2055-12-01 5.5 823.57 799.01 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTRB5266 N/A 3133KYZ77 2043-11-01 6.5 165218.61 167859.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTRB5221 N/A 3133KYYS2 2043-02-01 6 478590.75 478122.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTRB5181 N/A 3133KYXJ3 2042-09-01 3.5 96696.75 87941.28 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5148 N/A 3133KYWH8 2042-03-01 2 1451811.01 1204248.36 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB5138 N/A 3133KYV71 2041-12-01 2 1524779.49 1268343.76 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTRB0714 N/A 3133KTYK0 2041-12-01 2 495896.28 414528.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9079 N/A 3133KRCQ5 2053-05-01 6.5 42008.80 43058.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC6958 N/A 3140AUWU3 2054-11-01 7 549.02 569.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5727 N/A 3140ATLH7 2054-11-01 5 5208492.98 4849225.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3116 N/A 3140AQPA4 2054-09-01 6 1027365.08 1019193.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2263 N/A 3140APQR8 2054-08-01 6 1667450.82 1651662.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB3867 N/A 31417AJM2 2041-11-01 3.5 12252.31 11025.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB1611 N/A 31416WYH9 2040-10-01 3.5 161536.79 145603.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 KL954929 N/A 31413TLJ9 2037-07-01 6 27895.73 27660.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889565 N/A 31410KJJ4 2037-08-01 5.5 180562.92 179277.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL889560 N/A 31410KJD7 2038-06-01 6 649703.38 660744.01 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9355 N/A 3140YXMD0 2054-02-01 7 632208.61 659937.84 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA8728 N/A 3140YWVW0 2054-03-01 7 630826.65 662713.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3384 N/A 3140Y9XN9 2056-09-01 5.5 1073.23 1031.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3267 N/A 3140Y9TZ7 2056-08-01 6 41530.63 41374.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 N/A 3140Y9MJ0 2056-07-01 5.5 844.23 813.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3042 N/A 3140Y9LY8 2056-07-01 5 823.73 766.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1461 N/A 3140Y7TT5 2055-11-01 6 715.45 706.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1364 N/A 3140Y7QS0 2055-10-01 6 3980192.94 3949948.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CICC1324 N/A 3140Y7PJ1 2040-10-01 5.5 710490.01 705862.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1239 N/A 3140Y7LV8 2055-10-01 6 797.24 795.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 2472.57 2383.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0717 N/A 3140Y6YP9 2055-07-01 6 20155083.92 20186472.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0526 N/A 3140Y6SQ4 2055-06-01 6 1485.53 1476.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0391 N/A 3140Y6NH9 2055-05-01 5.5 764.02 742.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0371 N/A 3140Y6MV9 2055-05-01 5 6429555.57 6005190.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX4486 N/A 31425Y6Y8 2054-12-01 5 902103.17 847656.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV5950 N/A 3140MKTG7 2055-08-01 6 730.22 721.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4570 N/A 31418ECG3 2042-03-01 2 567.71 471.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6587 N/A 3140QEJ94 2050-08-01 2 1177221.63 896194.24 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 25360.86 20853.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5040 N/A 31418ES68 2053-06-01 6 2275331.55 2263723.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3086 N/A 31427QNC2 2055-11-01 5 14435712.63 13519705.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5971 N/A 3142JUT59 2056-02-01 5.5 832.83 800.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2651 N/A 3140UV5M7 2056-09-01 6 837.54 838.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9877 N/A 3140UD6P9 2056-05-01 5 1664.45 1549.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6302 N/A 3140W7AC4 2056-07-01 5 856.41 801.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6857 N/A 3140UNTP2 2056-07-01 6.5 289380.95 293887.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0409 N/A 3140UTN34 2056-08-01 6.5 837.77 875.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0776 N/A 3140BQ2J9 2055-10-01 5.5 3101195.55 2980129.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1785 N/A 3140Q86X8 2046-07-01 4 300970.04 272960.33 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1914 N/A 3140B2DU5 2055-01-01 7 1267.87 1324.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0707 N/A 31427MYD7 2053-08-01 3.5 61127.30 52106.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1022 N/A 31426XD47 2055-08-01 6 2134944.52 2109364.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4433 N/A 3140W44T1 2056-01-01 4.5 124996.93 112951.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6839 N/A 3142GXS57 2056-06-01 5.5 844.22 818.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CQAL7846 N/A 3138EQWG3 2045-08-01 4.5 450106.76 417534.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CWAL5852 N/A 3138ENQE2 2029-09-01 4 17158.59 16958.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2205 N/A 3140UVNX3 2056-09-01 5.5 843936.69 812407.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI2157 N/A 3140UVMF3 2056-08-01 5 837.64 782.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0708 N/A 3140UTYE8 2056-08-01 5 2531055.45 2369733.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0523 N/A 3140UTSM7 2056-07-01 5 836.78 782.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI0399 N/A 3140UTNR1 2056-08-01 6.5 837.51 871.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0196 N/A 3140UTGE8 2056-08-01 6 3351.10 3326.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0128 N/A 3140UTEA8 2056-08-01 6 837.76 831.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI0867 N/A 3140UT6D1 2056-07-01 5 836.79 780.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH9980 N/A 3140USCS3 2051-07-01 4.5 835.84 757.50 Agency Mortgage-Backed Securities GNMA GNII SP 786105 M N/A 3622ABU67 2049-02-20 4 497.57 446.71 Agency Mortgage-Backed Securities GNMA GNII SP 785561 C N/A 3622ABB68 2051-07-20 3 5305256.38 4476759.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0250 N/A 3140Y6H45 2055-04-01 5.5 734.50 709.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3204 N/A 3130G2NW6 2056-08-01 5 835.93 780.71 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6766 N/A 3133KNQT3 2052-02-01 2.5 286412.04 229574.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM4036 N/A 3140X7PW3 2033-12-01 2.5 177483.20 166365.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3962 N/A 3140X7ML0 2046-09-01 3.5 156733.78 137811.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3181 N/A 3140X6RB9 2050-04-01 4 112417.92 100272.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3148 N/A 3140X6QA2 2050-02-01 4 590786.72 527396.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1909 N/A 3140X5DP5 2049-08-01 3.5 275.58 239.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1569 N/A 3140X4W77 2048-04-01 4.5 954911.67 901428.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1567 N/A 3140X4W51 2049-08-01 3.5 207724.07 178925.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1762 N/A 3140X45Y8 2049-09-01 3.5 1052617.54 907787.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1727 N/A 3140X44M5 2049-09-01 5 403290.13 382279.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CWCA2522 N/A 3140Q9YU1 2033-09-01 3.5 349016.93 332230.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2042 N/A 3140Q9HU0 2048-06-01 4 2662897.42 2386249.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0991 N/A 3140Q8C52 2048-01-01 3.5 178690.21 156121.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0108 N/A 3140Q7DN4 2047-08-01 3.5 108511.01 95236.58 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7668 N/A 3140Q3QW9 2036-08-01 5.17 5289797.67 5140163.69 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5236 N/A 3140Q0ZA3 2032-11-01 4.1 6847715.38 6392203.84 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3958 N/A 3140NYMG3 2035-05-01 4.68 10061538.46 9560172.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ2892 N/A 3140NXGA5 2032-01-01 5.155 8384615.38 8299282.13 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2817 N/A 3140NXDX8 2035-01-01 4.61 25954576.92 24640330.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9890 N/A 3140NS7C2 2053-11-01 7 1079649.80 1127607.73 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY7216 N/A 3140NQAS7 2053-09-01 6.5 2524089.17 2620716.63 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBY7201 N/A 3140NQAB4 2053-10-01 7.5 1910139.27 2027090.73 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4836 N/A 3140NMLS4 2053-06-01 6.5 554276.80 566388.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2069 N/A 3140NJJP0 2053-04-01 5.5 749706.55 725193.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY0297 N/A 3140NGKK5 2053-05-01 6.5 694408.61 717217.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1776 N/A 3140AN6N4 2054-10-01 5.5 1548510.72 1494126.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC2967 N/A 3130G2FH8 2056-09-01 5.5 13762935.13 13257829.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC2451 N/A 3130G1TH5 2056-08-01 6.5 837.69 857.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2367 N/A 3130G1QV7 2056-08-01 6 4817335.90 4812192.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1343 N/A 3130G0LZ5 2056-08-01 6 11148.30 11113.67 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A86496 G N/A 312933GD0 2039-06-01 4.5 432909.49 409281.29 Agency Mortgage-Backed Securities GNMA GNII SP 785300 C N/A 3622AAX58 2051-02-20 3 468.78 394.75 Agency Mortgage-Backed Securities GNMA GNII SP 785263 C N/A 3622AAWY6 2051-01-20 3.5 384.44 323.39 Agency Mortgage-Backed Securities GNMA GNII SP 785249 C N/A 3622AAWJ9 2050-11-20 4 315.68 279.99 Agency Mortgage-Backed Securities GNMA GNII SP 785244 C N/A 3622AAWD2 2050-12-20 3.5 318.94 272.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS9730 N/A 3132AAY32 2044-07-01 5 403562.97 389573.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0879 N/A 3140JG6R1 2048-11-01 4.5 2824054.04 2606350.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5506 N/A 3140JADL9 2049-02-01 5 440.77 420.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM5466 N/A 3140JACC0 2043-10-01 2.5 260.82 218.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4560 N/A 3140J9B67 2048-10-01 4.5 1996392.22 1850765.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4518 N/A 3140J9AU5 2048-10-01 4.5 2836202.30 2613739.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5332 N/A 3140J94S7 2048-11-01 4.5 646758.89 594853.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4176 N/A 3140J8UA9 2048-07-01 4.5 3965767.57 3665130.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4170 N/A 3140J8T45 2048-07-01 4 1745734.35 1565264.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBM3795 N/A 3140J8GD9 2031-01-01 2 74.06 70.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3641 N/A 3140J8BK8 2048-04-01 4 414928.72 371756.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTBM1257 N/A 3140J5MF3 2037-04-01 2.5 149.68 133.85 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL7673 N/A 3140J0Q37 2037-08-01 1.57 7438184.22 5331390.85 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL7283 N/A 3140J0CV0 2030-06-01 1.915 11066853.85 9758559.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3556 N/A 31427Q5S7 2055-12-01 5.5 792.31 767.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2093 N/A 31427PKF0 2055-04-01 5.5 89000.86 85770.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 743.35 736.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1858 N/A 31427PB45 2055-01-01 6.5 621.78 636.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2669 N/A 31427P6F6 2052-12-01 4.5 1430252.10 1308087.12 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1607 N/A 31427NYD5 2047-04-01 3 749.84 638.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1450 N/A 31427NTG4 2055-05-01 5 777.02 726.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1180 N/A 31427NJ26 2055-05-01 6 718.60 717.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0118 N/A 3140AMDY4 2054-09-01 5.5 623395.48 608420.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB9957 N/A 3140ALB36 2054-09-01 5.5 934108.56 899292.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9887 N/A 3140AK6Z3 2054-08-01 6.5 813550.24 830395.70 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB7921 N/A 3140AHYT3 2054-08-01 7 451107.28 475947.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX4383 N/A 31425Y2R7 2055-01-01 5 1077973.70 1010694.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1024 N/A 31426XD62 2055-08-01 6.5 1135049.24 1149266.99 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ3253 N/A 3140NXTK9 2032-03-01 4.96 3437692.31 3364866.71 Agency Mortgage-Backed Securities FMAC 02.500 FGPC C91900 G N/A 3128P8DD0 2036-10-01 2.5 66056.72 59132.25 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08635 G N/A 3128MJV56 2045-04-01 3 731245.08 625833.67 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08864 G N/A 3128MJ6A3 2049-02-01 5 754.60 715.42 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16557 G N/A 3128MFQJ0 2033-07-01 4 642.70 625.37 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G30670 G N/A 3128CUW77 2033-12-01 4.5 70.95 69.38 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P58016 G N/A 3128CD3Z5 2037-08-01 6 422219.25 417605.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 ZLSI2056 N/A 3133USH95 2050-12-01 3.5 1161514.90 1006079.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQAS6035 N/A 3138WFV52 2045-10-01 3.5 777773.60 679190.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6298 N/A 3140XM7L4 2053-11-01 5.5 639.19 619.36 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD6505 N/A 3132DUGN1 2051-04-01 2 74312.74 57127.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6728 N/A 3133C7PM3 2053-07-01 6 678231.18 671651.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2953 N/A 3140AQH70 2054-09-01 5.5 737.59 712.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5841 N/A 3140XMP34 2052-06-01 3.5 629.12 540.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9080 N/A 3133KRCR3 2053-05-01 6.5 41119.32 42125.77 Agency Mortgage-Backed Securities GNMA GNRA 2025-205 FP N/A 38385K4F4 2055-11-20 4.6978 30345983.17 29879837.10 Agency Collateralized Mortgage Obligation FMAC FERA 5452FH 09/25/54 N/A 3137HFGU3 2054-09-25 4.9303 48552700.67 47960249.06 Agency Collateralized Mortgage Obligation FNMA FNMS 05.500 CLCB7430 N/A 3140QTHG7 2053-11-01 5.5 134692.30 131524.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1101 N/A 3140AAGK7 2054-04-01 6 971992.90 962570.72 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P00062 G N/A 31283NB76 2035-01-01 5 76.46 74.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0356 N/A 3140N4ME4 2052-10-01 5 2698921.04 2546004.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV2629 N/A 3140MF4P5 2052-07-01 5 701828.20 669787.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6501 N/A 3140XNGK4 2053-11-01 5.5 591.03 575.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3693 N/A 3140MVC71 2052-07-01 5 436663.27 413523.95 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3990 N/A 3131XXNF4 2047-08-01 4 97.19 86.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7322 N/A 3140XBD49 2047-07-01 4.5 26301.31 24330.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA0873 N/A 3140Q76K8 2047-12-01 4.5 2850851.25 2637410.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 19168794.56 18492664.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4842 N/A 3140XLLY2 2053-06-01 5.5 834558.20 808676.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3961 N/A 31418DMK5 2050-03-01 3.5 299339.13 257484.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7752 N/A 3140QFTJ8 2050-11-01 3 2925268.60 2470958.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 1014.00 805.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA5967 N/A 3140QDTZ7 2050-06-01 2.5 3023758.44 2426085.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7290 N/A 3140XPC49 2049-02-01 4.5 481013.52 444252.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4033 N/A 3133BRPS7 2052-12-01 6 1055.20 1065.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3255 N/A 3140QNTM4 2052-04-01 3.5 110192.04 94796.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD4227 N/A 3132E0VU3 2053-05-01 4.5 1990932.95 1813391.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ4288 N/A 3140H5XS5 2038-01-01 4 447407.22 417576.44 Agency Mortgage-Backed Securities GNMA GNII SP 785228 C N/A 3622AAVV3 2050-12-20 3 389.55 328.77 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3XZN0315 N/A 3131Y6K40 2032-07-01 3.5 124990.75 120052.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW4487 N/A 3140MV6Z6 2056-07-01 4.5 836.28 756.80 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5922 N/A 3140Q1SL5 2035-12-01 4.66 3563461.54 3357200.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3639 N/A 3142K5BH5 2056-05-01 5 10473.55 9773.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0035 N/A 3140W0BD6 2054-12-01 5 13216751.37 12402847.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6727 N/A 3140AUPM9 2054-11-01 5 109407.33 101971.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6684 N/A 31427GNA8 2055-11-01 6 33137.70 32846.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 739.63 711.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9741 N/A 3140QVZF4 2055-01-01 6 2202028.22 2186332.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7049 N/A 3142GXZP5 2056-07-01 5.5 922.44 890.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5300 N/A 3140W53J1 2056-04-01 5 853.72 794.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3324 N/A 31427QVS8 2055-09-01 6 732.62 726.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4332 N/A 3140UKY64 2056-07-01 6 1674.13 1653.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3590 N/A 3140U67C2 2056-04-01 5 843.49 785.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW4484 N/A 3140MV6W3 2056-07-01 6 836.54 832.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6746 N/A 31426CP81 2055-02-01 6 222984.93 220015.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 REBM8104 N/A 3140JDAE2 2049-09-01 3 814.36 682.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1718 N/A 3140Y74C9 2055-12-01 6 1026422.28 1021663.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI2575 N/A 3140UV2H1 2056-08-01 5.5 842.58 815.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0831 N/A 3140Y64R8 2055-08-01 5 750.91 704.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1880 N/A 31427PCS1 2053-11-01 6.5 493.49 501.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5883 N/A 3140B6RD9 2055-03-01 6.5 1251460.68 1281115.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4815 N/A 31427SK56 2056-04-01 5 812.73 760.38 Agency Mortgage-Backed Securities GNMA GNCL CL DU5355 N/A 3618WG5Q4 2068-07-15 5.33 8711789.78 8439917.57 Agency Mortgage-Backed Securities GNMA GNII SP 785405 C N/A 3622AA3N2 2051-03-20 3 446.57 371.35 Agency Mortgage-Backed Securities GNMA GNII SF DU8809 C N/A 3618WLYE8 2056-09-20 6 4702588.68 4647419.48 Agency Mortgage-Backed Securities GNMA GNII RG DU7478 C N/A 3618WKJX5 2055-09-20 6.5 947133.70 978095.60 Agency Mortgage-Backed Securities GNMA GNII RG DU7458 C N/A 3618WKJB3 2055-07-20 6.5 14565428.52 15041603.13 Agency Mortgage-Backed Securities GNMA GNII RG DU7431 C N/A 3618WKHG4 2054-10-20 6.5 1452461.89 1499944.49 Agency Mortgage-Backed Securities GNMA GNII RG DU7449 C N/A 3618WKH25 2055-09-20 6.5 7118449.58 7351173.85 Agency Mortgage-Backed Securities GNMA GNII RG DU7349 C N/A 3618WKEW2 2055-06-20 6.5 3019870.99 3118593.93 Agency Mortgage-Backed Securities GNMA GNII SF MA2678 M N/A 36179Q6P1 2045-03-20 3.5 63.04 55.12 Agency Mortgage-Backed Securities GNMA GNMI SF AA0622 X N/A 36177WVP2 2042-07-15 3.5 114.25 100.77 Agency Mortgage-Backed Securities GNMA GNMI SF 793287 X N/A 36177MUM2 2042-03-15 3.5 79.59 69.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0486 N/A 3132ACRF9 2048-04-01 4.5 355344.63 327716.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0205 N/A 3140NGGP9 2053-05-01 5.5 213465.65 206792.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9466 N/A 3140NEQU2 2053-03-01 5.5 1206082.21 1170817.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA7026 N/A 3140W7YY0 2054-10-01 4.5 845.17 769.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6568 N/A 3140W7JN1 2056-08-01 5 856.95 798.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6059 N/A 3140W6WV0 2056-06-01 5 855.22 795.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5950 N/A 3140W6TG7 2052-04-01 3 3316.37 2758.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5478 N/A 3140W6CQ3 2053-07-01 4 1619.65 1429.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5403 N/A 3140W6AD4 2053-07-01 2.5 5493075.13 4333920.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6273 N/A 3140W66K3 2056-01-01 5.5 813.29 787.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5054 N/A 3140W5TL8 2056-03-01 5 819.56 763.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4918 N/A 3140W5PC2 2049-07-01 3.5 1000383.81 878026.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8274 N/A 3140NDFQ5 2053-03-01 5.5 2656619.41 2569053.40 Agency Mortgage-Backed Securities FMAC FKAR W9WV7003 N/A 3132VFX88 2035-07-01 4.195 90606408.21 90924826.86 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q09890 G N/A 3132GVKB7 2042-08-01 3.5 493662.26 444108.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4333 N/A 3132E0Y63 2053-11-01 6.5 204018.73 208135.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4154 N/A 3132E0TK8 2045-08-01 3.5 69372.84 60582.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4030 N/A 3132E0PP1 2053-10-01 6.5 187223.42 191532.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4027 N/A 3132E0PL0 2053-10-01 6.5 485.34 496.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 896.48 887.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8400 N/A 3132DWKM4 2054-02-01 5 683.54 639.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 173123.51 162335.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 762937.18 695159.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 33799.90 27812.34 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 4400.38 3616.96 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 26311.75 20778.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ9997 N/A 3140HCDB9 2048-06-01 4.5 1549168.84 1430350.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ8465 N/A 3138E1MP9 2041-12-01 4 79559.51 73360.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL1691 N/A 3138EH2Z4 2041-06-01 6 76062.19 77450.96 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T60772 G N/A 3128S12D4 2042-02-01 3.5 51.78 45.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB1642 N/A 3140QLZG4 2051-09-01 3.5 287614.58 246261.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAL9993 N/A 3138ESC71 2037-02-01 3 508549.47 461144.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8186 N/A 3132DWCX9 2051-11-01 3.5 478.45 409.99 Agency Mortgage-Backed Securities GNMA GNMI SF 793264 X N/A 36177MTW2 2042-03-15 3.5 168.70 147.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5876 N/A 3138ENQ69 2042-01-01 4.5 148237.61 140037.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5151 N/A 3138EMWM9 2044-04-01 4.5 97.26 90.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CWAL3797 N/A 3138ELGF4 2028-06-01 2.5 83334.20 82140.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2487 N/A 3138EJXR4 2042-06-01 4 8201.09 7564.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL2066 N/A 3138EJJL3 2041-04-01 4.5 527627.87 497766.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK8223 N/A 3138EDD57 2042-04-01 3.5 1819631.52 1633842.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK5912 N/A 3138EASA6 2042-03-01 4 1635532.45 1506034.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAJ1413 N/A 3138ASSB9 2041-09-01 4.5 33396.66 31447.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI9479 N/A 3138APQ92 2041-09-01 4.5 969409.46 912752.32 Agency Mortgage-Backed Securities FNMA FNMS 05.800 ML386641 N/A 31377TP26 2033-12-01 5.8 145096.23 145374.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL357628 N/A 31376KHD1 2034-10-01 5.5 171387.35 170581.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 K2255538 N/A 31371LZB8 2034-11-01 5.5 24264.42 23471.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQA4697 N/A 31346YGE7 2049-11-01 5 1215119.64 1159872.74 Agency Mortgage-Backed Securities FMAC FMAR 760011 G N/A 31342WAL5 2045-04-01 5.123 3486203.90 3462392.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB6435 N/A 3140AGEH3 2054-05-01 6 234860.58 232909.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4861 N/A 3140AEMK2 2054-12-01 4.5 815.74 741.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3968 N/A 3140ADMS7 2054-05-01 6 1397778.30 1388205.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB3967 N/A 3140ADMR9 2054-05-01 6.5 982713.66 1014493.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3858 N/A 3140ADJC6 2054-04-01 5.5 810.15 782.08 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0712 N/A 3140A9YJ3 2054-04-01 7 820.23 852.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0187 N/A 3140A9F54 2054-03-01 6.5 46470.33 47388.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA7494 N/A 3140A8KG6 2054-02-01 6 2700717.49 2671961.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA3831 N/A 3140A4HH7 2053-11-01 5.5 38974.10 37856.26 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS780193 N/A 31404VXW3 2034-06-01 5.83 45.26 46.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8429 N/A 3138YNLK1 2045-08-01 3.5 221178.84 192403.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW3617 N/A 3138XTAT2 2044-06-01 4 84.72 77.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAV6391 N/A 3138XJC54 2034-02-01 4 8050.95 7685.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0215 N/A 3140Y6GZ7 2055-04-01 5.5 768.68 744.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0847 N/A 3140Y65H9 2055-08-01 5.5 794.05 772.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZLFP0102 N/A 3140XTDG3 2047-06-01 3.5 646.38 580.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9454 N/A 3140XRQG3 2054-09-01 6 680.33 679.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9878 N/A 3140XR6Q3 2053-04-01 5 673.52 633.24 Agency Mortgage-Backed Securities GNMA GNII SP 785613 C N/A 3622ABDS8 2051-08-20 3.5 613.53 507.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9174 N/A 31417GFQ4 2043-05-01 3 893104.90 778257.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3436 N/A 3138EKZA6 2042-10-01 3.5 21089.41 18931.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB1918 N/A 3140ABDY8 2054-09-01 5 817.54 761.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 580.70 566.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG7454 N/A 3133C8H73 2053-07-01 6.5 824720.19 852425.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 5196387.39 4165756.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA2802 N/A 31418CDG6 2031-11-01 2 196242.29 183123.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3228 N/A 3140X6SS1 2047-09-01 3.5 720542.77 641657.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 N/A 3140QVAD6 2054-08-01 6 7786.39 7819.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8158 N/A 3140N1B44 2052-10-01 5 475712.44 450528.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAV1839 N/A 3138XDBH2 2033-12-01 3.5 138691.87 130675.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL4926 N/A 3138EMPL9 2044-02-01 4 101.77 93.17 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G N/A 3128M96X5 2044-08-01 4 646.97 592.05 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH5994 N/A 3133CJUT6 2053-12-01 7 1104.34 1159.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3088 N/A 3140QANE6 2049-02-01 4.5 793050.26 734757.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0840 N/A 3140XF5A5 2052-03-01 3 547.22 451.70 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7552 N/A 3132DVL94 2052-01-01 2.5 165086.93 132558.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5606 N/A 3140X9GQ2 2051-02-01 2 159944.37 122711.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 633.55 539.58 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 372835.27 281733.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 584.33 553.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNBQ7773 N/A 3140KTT70 2031-03-01 3 297648.00 286890.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ2366 N/A 3140KMTY6 2050-09-01 2 445461.32 343593.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ1911 N/A 3140KMDR8 2050-10-01 2 218089.96 168359.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP6770 N/A 3140KEQY7 2050-04-01 3 751279.74 627548.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP5562 N/A 3140KDFC9 2050-04-01 3 710877.40 598969.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7633 N/A 3140QTPT0 2053-12-01 7 562.85 585.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7529 N/A 3140QTLK3 2053-11-01 7 8082859.06 8479508.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7423 N/A 3140QTG94 2053-11-01 5.5 573893.17 555138.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7308 N/A 3140QTDN6 2053-10-01 6.5 1053.39 1084.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8092 N/A 3132DV7D1 2050-09-01 3 281216.59 232101.18 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8091 N/A 3132DV7C3 2050-09-01 2.5 486288.45 387611.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8748 N/A 3140XQWJ2 2045-11-01 5 1107441.87 1085307.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8686 N/A 3140XQUL9 2053-07-01 2.5 714.96 567.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8394 N/A 3140XQKG1 2054-07-01 5.5 685.27 660.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8998 N/A 3140XQ7L5 2054-09-01 6 590.04 584.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7952 N/A 3140XPZS1 2049-02-01 6 594016.98 605115.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS7751 N/A 3140XPTH2 2053-03-01 4 5636.48 4962.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7405 N/A 3140XPGP8 2054-03-01 5.5 107284.12 103869.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8037 N/A 3140XP4X4 2054-01-01 6 120171.04 120745.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5069 N/A 3140W5T38 2055-04-01 5.5 774.12 744.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1210 N/A 3140ANKY4 2054-11-01 5.5 819.16 789.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1460 N/A 31427NTS8 2055-06-01 5.5 760.58 731.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0892 N/A 3140B07E2 2055-01-01 5.5 929602.34 899386.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0906 N/A 3140W1AG8 2054-12-01 5 1571.26 1464.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3500 N/A 3140UW3J4 2056-08-01 5.5 837.50 810.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE7984 N/A 3140BL2S0 2055-09-01 6 54595.70 54115.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0247 N/A 3140Y6HZ6 2055-04-01 5.5 1531.18 1482.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD1799 N/A 3140B17M2 2055-01-01 6 1824182.53 1815124.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6014 N/A 31426BVG8 2055-02-01 6 613.05 607.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4238 N/A 3142K5V83 2056-05-01 6.5 929596.11 950416.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6281 N/A 31427T6T8 2056-09-01 5.5 842.21 817.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0860 N/A 3140BQ5W7 2055-11-01 5 1811223.39 1694201.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6954 N/A 3142GXWQ6 2056-06-01 4.5 4055574.79 3666742.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0244 N/A 3140W0HW8 2054-12-01 5 730.43 683.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1753 N/A 3140W15P4 2054-09-01 5.5 319388.62 306504.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3919 N/A 3140BUK92 2055-12-01 5.5 756.10 730.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8376 N/A 3140U0JW8 2056-02-01 6.5 717.09 732.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5855 N/A 3142JUQH6 2056-02-01 5 2044776.30 1926172.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0699 N/A 3140Y6X54 2055-07-01 5.5 761.73 740.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9967 N/A 3133D2CC9 2054-11-01 5.5 1383190.91 1334831.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9783 N/A 3140QV2R4 2055-01-01 5 995870.89 929523.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9889 N/A 3140U17B5 2056-01-01 4.5 830.62 750.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0800 N/A 3140UF3J1 2056-06-01 5 835.94 782.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7115 N/A 31426C3Z5 2055-03-01 6.5 1895446.38 1929128.67 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8090 N/A 3132DV7B5 2050-09-01 2 410325.25 311470.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7747 N/A 3140UBTD5 2056-05-01 5 827.25 771.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6791 N/A 3140UARM9 2056-04-01 5 2501512.32 2342848.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6384 N/A 3140UACW3 2056-04-01 5.5 1638839.88 1589518.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6024 N/A 3140U9VS4 2056-04-01 5.5 833.88 808.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5778 N/A 3140U9M47 2056-03-01 5.5 188494.98 181238.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5737 N/A 3140U9LT3 2056-04-01 5.5 831.15 805.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5198 N/A 3140U8X47 2056-04-01 5.5 1845201.08 1778826.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4521 N/A 3140U8AX8 2056-03-01 5 40119.03 37690.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5389 N/A 3140U87B0 2056-03-01 5.5 810.80 785.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4281 N/A 3140U7XK3 2056-04-01 5 1229.72 1151.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1585 N/A 3140XGXP9 2052-04-01 4 454.49 400.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3227 N/A 3140QNSR4 2052-03-01 3.5 1673689.06 1427706.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2217 N/A 3132DPPA0 2053-01-01 6 512.18 505.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4618 N/A 31418EDY3 2052-04-01 4 105141.36 92585.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6696 N/A 3140QSNN7 2053-07-01 5.5 594.96 580.94 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBJ1428 N/A 3140H2SS8 2053-11-01 7 1451.47 1531.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBT6626 N/A 3140LVLG2 2038-04-01 4.5 338.81 323.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBA7523 N/A 3140ECLD9 2046-07-01 3.5 1116326.38 978202.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6912 N/A 3140AGVE1 2054-07-01 5.5 575.49 559.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4944 N/A 3140QQP66 2052-10-01 4.5 482174.69 441700.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9301 N/A 3140N2KP5 2052-09-01 5 2377850.25 2239703.75 Agency Mortgage-Backed Securities GNMA GNII SP 786384 C N/A 3622AB6V9 2052-09-20 5.5 759.71 766.28 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTSC0321 N/A 3132D9LA0 2042-10-01 3.5 104531.68 95368.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9086 N/A 3140XDCY0 2051-10-01 2.5 2441589.94 1913161.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL7093 N/A 3138EP3B8 2045-05-01 4 441142.25 391752.94 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G07922 G N/A 3128MAD30 2044-01-01 3.5 765849.94 686191.16 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU1030 N/A 3140M2EC2 2051-11-01 2 165018.52 126814.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8091 N/A 3140AH7D8 2054-09-01 5.5 469950.40 457395.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 643.14 548.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1000 N/A 3140X4DE3 2047-04-01 3 119070.65 100894.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8509 N/A 3140XQN37 2053-03-01 3.5 48262.95 41084.58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX2250 N/A 3140N6QC9 2052-12-01 7 498763.92 523010.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1990 N/A 3140W2F89 2055-04-01 6 687.14 682.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5280 N/A 3133WP2M6 2041-04-01 3.5 281715.24 256895.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0331 N/A 3140XFLM1 2052-01-01 3 561.16 465.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0494 N/A 3140QKRQ3 2051-05-01 2 561.96 429.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0194 N/A 3140QKGC6 2051-04-01 3 100332.60 83112.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8441 N/A 3140QGLX3 2051-01-01 2 517.91 396.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA8260 N/A 3140QGFA0 2050-12-01 3.5 540192.50 464106.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 N/A 3140QGF36 2050-12-01 3 471.10 395.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8251 N/A 3140QGEZ6 2050-12-01 2.5 547.54 429.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7734 N/A 3140QFSY6 2050-11-01 2.5 204710.48 162371.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7323 N/A 3140QFD55 2050-10-01 2 501.37 388.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9088 N/A 3142KBC24 2056-07-01 5.5 741.08 722.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0350 N/A 3140XFL82 2052-01-01 2 603.73 456.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9703 N/A 3140XDX92 2051-11-01 3 500.95 415.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9218 N/A 3140XDG42 2051-10-01 2 576976.10 434313.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8425 N/A 3140XCLF3 2047-07-01 5 332.24 322.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7532 N/A 3140XBLN8 2051-04-01 3.5 429.71 370.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7522 N/A 3140XBLC2 2051-06-01 2 2798302.45 2124127.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6852 N/A 3140XATJ1 2051-05-01 2 270985.95 208119.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6642 N/A 3140XALY6 2051-03-01 2.5 408036.91 325129.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6572 N/A 3140XAJS2 2051-04-01 3 2057035.79 1702313.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6568 N/A 3140XAJN3 2051-03-01 2.5 303062.12 242177.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5980 N/A 3140X9UE3 2051-02-01 2 136219.16 105458.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6184 N/A 3140X92S3 2051-03-01 2 476.60 367.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5254 N/A 3140X8ZU4 2050-12-01 2 501.95 379.76 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5017 N/A 3140X8SF5 2050-12-01 2.5 262128.56 208319.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4947 N/A 3140X8P92 2050-12-01 2 109594.67 83223.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS8027 N/A 3140XP4M8 2052-03-01 2.5 682.06 548.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7997 N/A 3140XP3F4 2054-05-01 6 545.97 543.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6699 N/A 3140XNNR1 2052-02-01 2.5 651.12 521.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6456 N/A 3140XNE67 2053-11-01 6 6356.77 6338.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7471 N/A 3140H9JR5 2048-12-01 4 1954932.36 1750681.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ6706 N/A 3140H8NY7 2048-04-01 4 339548.87 306212.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3655 N/A 3140H5BZ3 2048-02-01 3.5 375.54 324.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0243 N/A 3140FXHV7 2051-06-01 4 2435159.02 2176969.39 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM2891 N/A 3131XWF81 2047-03-01 4 1778963.01 1604575.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8769 N/A 3133KQW69 2053-03-01 5 5184623.47 4881710.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4247 N/A 3140U7WH1 2056-04-01 5.5 1661.26 1597.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4408 N/A 3140U73S9 2056-04-01 5 833.55 778.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2580 N/A 3140U52N5 2056-02-01 6 781.29 770.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1189 N/A 3140U4KB4 2056-02-01 5.5 679.44 658.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP2403 N/A 3140K9U56 2050-04-01 3.5 343.94 295.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP1418 N/A 3140K8SG7 2050-03-01 3 941044.75 785925.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO9040 N/A 3140K5BJ5 2050-02-01 3.5 2365162.88 2037248.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO6186 N/A 3140K12U9 2049-09-01 3 1291309.50 1091030.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO1388 N/A 3140JVRJ3 2049-07-01 3.5 1619115.41 1402687.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBN7756 N/A 3140JQTN3 2049-09-01 3 2925467.48 2443884.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN7018 N/A 3140JPYQ2 2049-05-01 4.5 2813038.66 2571623.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN5423 N/A 3140JNAZ3 2049-04-01 3.5 632388.05 549980.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN5336 N/A 3140JM4W9 2049-03-01 5 1700281.35 1619320.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN4382 N/A 3140JL2Q6 2049-03-01 4 1045401.73 932460.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3349 N/A 3140JKWK8 2049-01-01 4.5 430027.08 397152.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN2113 N/A 3140JJK32 2048-10-01 4 829710.71 742756.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0595 N/A 3140JGUV5 2048-12-01 4 1525827.72 1365433.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0536 N/A 3140JGS22 2048-10-01 4 364487.37 326862.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0333 N/A 3140JGLP8 2048-12-01 4 1331204.41 1194892.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0145 N/A 3142J6ET6 2056-08-01 5 464334.15 432152.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7601 N/A 3142GYNT8 2056-09-01 5.5 858.58 828.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7306 N/A 3140QTDL0 2053-10-01 6 2558863.04 2563050.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7275 N/A 3140QTCM9 2053-10-01 6.5 214863.44 220259.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6859 N/A 3140QSTR2 2053-08-01 5 1382.70 1297.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6700 N/A 3140QSNS6 2053-07-01 6 566.74 568.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6618 N/A 3140QSK83 2053-06-01 5.5 685.83 665.80 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 105.27 95.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2782 N/A 3132DQCT1 2053-04-01 5.5 603.69 585.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5829 N/A 3133BTPN4 2052-11-01 5.5 170821.77 165746.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBJ6451 N/A 3140H8EZ4 2038-01-01 4 118278.04 110718.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7096 N/A 3140H83E3 2048-08-01 4 1412083.79 1264236.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ4770 N/A 3140H6JQ3 2048-02-01 4 936578.93 840366.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5966 N/A 3140XMTY2 2053-10-01 6.5 27781585.41 28479239.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5973 N/A 3140XMT71 2053-10-01 6.5 13123973.60 13380889.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5943 N/A 3140XMS98 2053-05-01 2.5 660.67 524.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ3144 N/A 3140H4P65 2047-11-01 4 393466.46 352365.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH5103 N/A 3140GTU57 2047-08-01 4 212.19 190.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I6BF0664 N/A 3140FXW24 2062-06-01 3.5 1371.21 1149.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I3BF0476 N/A 3140FXQ62 2049-03-01 3.5 2786347.29 2430752.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0241 N/A 3140FXHT2 2052-05-01 3.5 306.77 266.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD6369 N/A 3140FECF9 2046-09-01 3 884933.14 755577.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD5037 N/A 3140FCS33 2047-02-01 4 486097.45 438443.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD3667 N/A 3140FBCD0 2046-07-01 3.5 98255.61 86410.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBD2396 N/A 3140F9UW3 2031-12-01 2.5 215669.21 203510.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC6023 N/A 3140F1VR0 2046-05-01 3.5 94.37 82.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBA2232 N/A 3140E6PS5 2045-10-01 4 745716.51 676426.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAZ9645 N/A 3140E2WF4 2035-09-01 4 1185068.76 1129159.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5928 N/A 3140BWSS8 2055-12-01 5 835.02 780.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0675 N/A 31427MXD8 2055-01-01 6.5 579.44 592.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC7483 N/A 3140AVJ51 2054-12-01 5.5 1136540.68 1095692.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1457 N/A 3140W1TP8 2055-03-01 5.5 793.47 764.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5219 N/A 3140B5YR2 2055-04-01 6 1519986.45 1513741.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6935 N/A 3142GXV53 2056-06-01 5.5 789.75 759.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3617 N/A 3140W4AT4 2053-12-01 3.5 781.95 665.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9841 N/A 3140QV5B6 2054-12-01 6.5 697.77 713.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6569 N/A 3140W7JP6 2056-08-01 5.5 853.55 819.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3107 N/A 3140W3NZ8 2053-12-01 5.5 939.66 911.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8547 N/A 3140BMP95 2055-09-01 5.5 828.42 800.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1238 N/A 3140Y7LU0 2055-10-01 6 885.18 883.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 726.06 701.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9272 N/A 3142JYJS2 2056-03-01 5 831.76 778.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8370 N/A 3140U0JQ1 2056-02-01 5.5 829.86 806.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0942 N/A 3140JHBL6 2048-11-01 4.5 686101.78 632623.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GLAS9535 N/A 3138WKSZ9 2047-05-01 4 64010.56 58659.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX7062 N/A 3140NBZ46 2053-05-01 5.5 64628.99 62131.77 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA3823 N/A 3133KKG86 2050-10-01 4.5 592788.25 540909.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO5794 N/A 3140K1NL6 2049-09-01 3.5 441935.48 381326.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5971 N/A 3140JAT57 2049-06-01 3.5 113394.97 98028.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV7937 N/A 3140MMZB7 2052-08-01 4 94367.94 83094.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9238 N/A 3140XDHQ2 2050-03-01 3 256689.78 214738.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO9174 N/A 3140K5FQ5 2049-12-01 3.5 89947.23 77493.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2714 N/A 3140X6AQ4 2050-03-01 3 1286521.96 1070482.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1727 N/A 3133CR4L4 2054-08-01 5.5 816.05 793.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4426 N/A 3132E04K5 2052-04-01 2.5 92146.66 73882.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1241 N/A 3140XGLX5 2052-01-01 3.5 598.10 513.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBT8275 N/A 3140LXFR1 2052-08-01 5 2749481.08 2631032.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3014 N/A 3140JKK47 2048-11-01 4.5 892900.71 822534.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8300 N/A 3140QUGJ9 2054-04-01 6.5 596.72 613.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7933 N/A 3140AHY71 2054-08-01 5.5 619.74 602.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS3550 N/A 3132A35K2 2041-07-01 4.5 2866115.59 2701030.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6414 N/A 3140QEDU3 2050-07-01 3 376.15 315.40 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY4729 N/A 3140NMHF7 2053-06-01 7 1504805.29 1613480.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5490 N/A 3140XMC46 2050-12-01 3 892043.78 743693.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO1163 N/A 3140JVJH6 2049-07-01 3.5 1346338.28 1170695.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5113 N/A 3140QQVF9 2052-11-01 5.5 560.62 544.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4854 N/A 3140QQMC6 2052-10-01 6 668.21 684.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5316 N/A 3140QQ4A0 2052-12-01 6 481.08 478.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4128 N/A 3140QPSS7 2052-07-01 4.5 160600.12 146639.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4126 N/A 3140QPSQ1 2052-07-01 4.5 4060768.54 3703632.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4115 N/A 3140QPSD0 2052-07-01 3.5 624.30 531.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 163681.75 156280.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB3930 N/A 3140QPLL9 2052-06-01 5.5 2032527.23 1992690.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 N/A 3140QPJV0 2047-06-01 3.5 604.39 520.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3771 N/A 3140QPFM4 2052-06-01 3.5 636.15 542.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3410 N/A 3140QNYG1 2052-03-01 3 75428.83 62220.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6822 N/A 3140UNSL2 2056-07-01 5 836.73 779.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7137 N/A 3142JV4X3 2056-02-01 5.5 2166820.30 2088781.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC5037 N/A 3130G4PX8 2056-09-01 5.5 838.46 812.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3604 N/A 3140BUAE2 2055-11-01 5.5 1005585.90 966220.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDI1403 N/A 3140UURZ6 2056-08-01 5 1707105.76 1597514.31 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO5278 N/A 3133WP2K0 2041-02-01 3.5 1181974.50 1078294.59 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDH6880 N/A 3140UNUE5 2056-07-01 7 167974.02 174504.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 N/A 3140U4UL1 2056-02-01 5.5 794.77 764.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA3526 N/A 3140W34L0 2052-07-01 3 1279621.92 1054655.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0081 N/A 3142JCCT5 2041-05-01 3.5 799.37 728.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1547 N/A 3140U4WH8 2056-02-01 5 28193.42 26569.98 Agency Mortgage-Backed Securities GNMA GNII RG DU7444 C N/A 3618WKHV1 2055-04-20 6.5 13330745.28 13766568.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6013 N/A 3142GWVF3 2056-03-01 5 800.14 744.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4793 N/A 3140X8KF3 2050-11-01 2 457.86 348.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4765 N/A 3140X8JK4 2050-11-01 2 423.06 326.09 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 486.43 369.85 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7225 N/A 3140QFA33 2050-10-01 2 501.24 381.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6740 N/A 3140QEP22 2050-08-01 3 331506.96 274284.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA6684 N/A 3140QENA6 2050-08-01 4.5 961342.66 877789.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6414 N/A 3140QEDU3 2050-07-01 3 940364.63 788518.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA4752 N/A 3140QCH66 2048-03-01 2 252646.38 194368.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQCA4631 N/A 3140QCED4 2042-11-01 3 454242.15 380698.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4182 N/A 3140QBUG1 2049-09-01 4.5 6711.16 6173.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4166 N/A 3140QBTY4 2049-09-01 3.5 103030.70 88212.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA3707 N/A 3140QBDM7 2039-06-01 4 417125.56 384121.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3633 N/A 3140QBBB3 2049-06-01 3.5 219.82 191.47 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8678 N/A 3132A9UB1 2032-12-01 2.5 260890.72 244183.51 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZS8640 N/A 3132A9S57 2032-02-01 2 246900.60 229637.34 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4772 N/A 3132A5JR7 2048-06-01 4 64.04 57.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4751 N/A 3132A5H40 2048-01-01 3.5 104.92 91.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4100 N/A 3132A4RV2 2045-03-01 3.5 103.20 91.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 2309323.77 2132593.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4638 N/A 3140X8EL7 2050-10-01 2.5 5832.49 4640.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3258 N/A 3140QNTQ5 2052-04-01 3.5 125517.24 107470.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 561.32 480.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3115 N/A 3140QNN99 2052-03-01 3 559774.77 467458.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3005 N/A 3140QNKT8 2051-12-01 3 123430.81 102685.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6540 N/A 3140QSHS3 2053-06-01 6 225999.70 224090.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7109 N/A 3140QS3T6 2053-09-01 5.5 473621.73 458527.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7106 N/A 3140QS3Q2 2053-09-01 5.5 188930.85 182715.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6062 N/A 3140QRWY5 2053-04-01 5 1629582.01 1560777.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 560.82 561.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 653.55 635.55 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB6281 N/A 3140QR6T5 2053-05-01 7 617536.11 650033.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6255 N/A 3140QR5R0 2053-05-01 5.5 571.53 556.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6203 N/A 3140QR3M3 2053-05-01 5.5 664.28 644.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6186 N/A 3140QR2U6 2053-05-01 5.5 612.43 592.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5136 N/A 3140QQV69 2052-11-01 5.5 584.18 567.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA1332 N/A 3133KGPR3 2049-08-01 3.5 712166.93 612670.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8770 N/A 3140U0W86 2056-02-01 5 832.42 776.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8677 N/A 3140U0UB1 2056-01-01 5 4133411.91 3859287.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF8156 N/A 3140U0B22 2056-01-01 6.5 649.36 661.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9987 N/A 3140QWCZ3 2055-02-01 6 715.73 714.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9982 N/A 3140QWCU4 2055-02-01 5.5 714.81 689.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7586 N/A 3142GYNC5 2056-09-01 5.5 858.58 824.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ7541 N/A 3142GYLX1 2056-09-01 4.5 1509260.95 1367560.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7040 N/A 3142GXZE0 2056-07-01 5.5 442570.45 428079.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7037 N/A 3142GXZB6 2056-07-01 5.5 853.35 827.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6835 N/A 3142GXSZ1 2056-06-01 5 918.98 862.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6829 N/A 3142GXST5 2056-06-01 5.5 843.67 813.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6163 N/A 3142GWZ51 2056-02-01 5 836.92 781.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5598 N/A 3142GWGG8 2055-12-01 5 1335770.36 1248875.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6169 N/A 3142GW2B4 2056-01-01 4.5 3013867.33 2723423.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ4916 N/A 3133CVN91 2054-08-01 6 1088073.93 1080741.76 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8108 N/A 3140QGAJ6 2050-12-01 2 241982.39 184342.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8137 N/A 3140QUBF2 2054-03-01 5.5 1335.52 1297.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4631 N/A 3140X8ED5 2050-10-01 2 460034.85 355860.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA5384 N/A 31329N6V5 2048-04-01 4 584882.08 523417.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA2335 N/A 31329KSY1 2034-03-01 4.5 145927.96 141941.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZN0377 N/A 3131Y6M22 2033-05-01 3.5 87420.82 82449.24 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3SZN0172 N/A 3131Y6FM6 2045-11-01 4 1127998.91 1013947.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM6896 N/A 3131Y1UV0 2048-06-01 4.5 2466584.66 2272671.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0223 N/A 31427MG96 2055-02-01 5.5 725.32 701.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6592 N/A 31427GKE3 2055-10-01 5.5 2206365.91 2122560.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1023 N/A 31426XD54 2055-08-01 6.5 599734.42 609254.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1021 N/A 31426XD39 2055-08-01 6 1897277.38 1876906.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY0120 N/A 31426JD22 2055-03-01 5.5 988070.67 951503.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9119 N/A 31426GDZ5 2055-03-01 6.5 1513535.50 1542453.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9111 N/A 31426GDR3 2055-03-01 5.5 1417700.92 1374561.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2139 N/A 31425WLV1 2054-12-01 6 433204.86 429548.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX2138 N/A 31425WLU3 2054-12-01 6 1141924.12 1134570.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2103 N/A 31425WKR1 2054-12-01 5.5 1282912.68 1239930.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2112 N/A 31425WK26 2054-12-01 5.5 1417097.43 1365624.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0721 N/A 31425UYT6 2054-11-01 5.5 846824.20 818447.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE8217 N/A 31419KDX0 2040-11-01 4 359010.87 331909.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6060 N/A 31418FWW3 2041-05-01 4.5 796.19 756.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5952 N/A 31418FTJ6 2041-01-01 5.5 21468.51 21324.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6206 N/A 31418F3Q8 2056-10-01 5 838.46 780.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV5039 N/A 3138XGS53 2044-02-01 4 1288637.19 1179286.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAV2323 N/A 3138XDSM3 2028-12-01 3.5 315200.31 311179.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAU7530 N/A 3138X7LL5 2043-09-01 4.5 348280.73 323181.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVAU7218 N/A 3138X7AU7 2028-09-01 3.5 42.65 42.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU7169 N/A 3138X66F7 2043-09-01 4 425396.53 388498.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU1226 N/A 3138X0LG1 2043-07-01 3.5 1323867.31 1182515.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9654 N/A 3138WKWQ4 2047-05-01 4 1434554.35 1289143.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAS8233 N/A 3138WJEF1 2031-11-01 2 404241.97 377678.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS8960 N/A 3138WJ5W4 2047-03-01 4 140.00 125.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR2462 N/A 3138NYWY7 2043-01-01 3 130.12 113.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-07-01 5 1169289.32 1088249.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2356 N/A 3140NJTN4 2053-05-01 6 370362.37 369171.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4540 N/A 31418EBJ8 2042-02-01 2 4132569.51 3432256.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5025 N/A 3140N9SP2 2052-12-01 6 2152118.95 2141354.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD8447 N/A 3140FGL56 2046-10-01 4 378616.83 337814.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9154 N/A 3140XRE43 2054-09-01 6 1411881.49 1411034.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8185 N/A 3138WJCX4 2046-10-01 3 149.71 126.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9774 N/A 3138ER2G4 2047-01-01 3.5 243.62 214.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4550 N/A 3132DSBT8 2053-10-01 2.5 349507.55 275418.55 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9901 N/A 3133WHAA1 2054-07-01 7 677.94 708.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK0913 N/A 3140HEAP7 2048-07-01 4.5 943485.25 871200.13 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZN0630 N/A 3131Y6VX4 2042-06-01 4 153088.29 139236.43 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7122 N/A 3133KN4F7 2052-04-01 3.5 175825.58 150386.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 33112.60 29643.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3277 N/A 3140QNUB6 2052-04-01 3 790074.56 653689.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7607 N/A 3140XPNZ8 2054-03-01 6 107171.63 106113.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 RIBJ7340 N/A 3140H9EN9 2033-10-01 3 120.40 113.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB7771 N/A 3140QTT58 2054-01-01 4.5 2384396.50 2180587.82 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0809 N/A 3132DM3S2 2052-01-01 3 278331.10 230131.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB7047 N/A 3140AGZM9 2054-05-01 5.5 1132161.14 1091694.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7589 N/A 3140XPNF2 2050-10-01 4.5 1739897.93 1625689.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4947 N/A 3140XLP93 2053-01-01 4 596158.14 525106.96 Agency Mortgage-Backed Securities GNMA GNII SP 786126 M N/A 3622ABVT6 2049-12-20 4.5 5620834.44 5275012.60 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL5525 N/A 3140HXD72 2030-01-01 2.32 4062020.96 3723463.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7767 N/A 3140HMTZ7 2048-07-01 4.5 2285755.94 2107615.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7532 N/A 3140HMLN2 2048-07-01 4.5 1342824.30 1223991.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK6112 N/A 3140HKYJ1 2048-07-01 4 441308.96 395969.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBK2806 N/A 3140HGDL8 2035-07-01 2.5 81216.57 74070.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK2262 N/A 3140HFQQ5 2050-04-01 4 1551361.42 1384093.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBK1872 N/A 3140HFCJ6 2038-04-01 4 647619.08 604928.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3992 N/A 31427RNJ5 2056-01-01 4.5 110589.84 100047.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3874 N/A 31427RJU5 2056-01-01 5 959405.86 895112.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL3735 N/A 31427REH9 2054-07-01 6.5 1068491.51 1085480.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4464 N/A 31427R6A3 2056-03-01 5.5 793.38 761.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI3956 N/A 3140UXME2 2056-09-01 5.5 857.92 826.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5341 N/A 3142K65B3 2056-06-01 5 840.85 782.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1087 N/A 3140UGF56 2056-05-01 6.5 1473192.35 1494617.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5810 N/A 31427TN44 2056-07-01 5 573966.46 535037.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6575 N/A 3142GXJV0 2056-05-01 5.5 809.80 779.52 Agency Mortgage-Backed Securities GNMA GNII SF DU8683 C N/A 3618WLUG7 2056-08-20 6 1173076.61 1195595.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0541 N/A 3140UFS70 2056-06-01 5 2863173.35 2669954.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5254 N/A 3140W5ZU1 2056-04-01 5 827.70 771.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5994 N/A 3140W6UU4 2056-06-01 5 3376.24 3142.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7064 N/A 3140Q2Z68 2031-05-01 4.04 9998711.03 9500769.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2763 N/A 3140BTB95 2056-02-01 5 1597500.93 1497712.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6308 N/A 3140UNAJ6 2056-07-01 6 2448963.37 2430330.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2247 N/A 3142K3P93 2056-05-01 5.5 99903.71 96546.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2744 N/A 3140MUBN9 2056-01-01 5 834.22 777.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ7479 N/A 3142GYJZ9 2056-09-01 6 837.91 828.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3382 N/A 3140Y9XL3 2056-09-01 5.5 858.58 824.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC3003 N/A 3130G2GM6 2056-08-01 5 836.72 784.16 Agency Mortgage-Backed Securities GNMA GNII SP 788624 C N/A 3622AEPH3 2055-12-20 6.5 645.65 646.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBH8880 N/A 3140GX2N0 2056-08-01 5 837.62 782.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3944 N/A 3140U7L26 2056-03-01 5.5 831.29 803.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3304 N/A 3130G2R28 2056-09-01 5.5 66019.26 63378.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3676 N/A 3140UKCN1 2056-06-01 6 3673163.63 3641619.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4307 N/A 3140U7YD8 2056-04-01 5 834.30 781.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4256 N/A 3140UKWS8 2056-07-01 5 836.61 782.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5848 N/A 31427TQA7 2055-08-01 6.5 808.83 823.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM5123 N/A 3131XYVQ9 2047-12-01 3.5 170.79 148.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZL9150 N/A 3131XREX8 2040-11-01 5 165107.71 159226.54 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL5314 N/A 3131XL3X3 2043-03-01 3 846200.71 747175.48 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL4152 N/A 3131XKTH2 2042-11-01 3 377739.59 327837.41 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2727 N/A 3131XJA44 2042-02-01 4 3898312.03 3590962.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2603 N/A 3131XH3L8 2042-01-01 3.5 155202.95 139456.75 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZK4894 N/A 3131X8NK8 2028-01-01 2 721.15 709.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI5168 N/A 3131WHW52 2036-08-01 6 69028.74 68896.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4444 N/A 31427R5E6 2056-02-01 5 736.88 685.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 691493.84 666116.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3451 N/A 31427QZR6 2054-11-01 5.5 733.45 709.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3368 N/A 31427QW65 2055-12-01 6 640.26 634.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3292 N/A 31427QUS9 2055-11-01 5.5 811.13 783.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2784 N/A 31427QCW0 2055-08-01 6.5 642.27 654.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 107902.13 86179.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2757 N/A 3140QNB35 2052-01-01 3 4538296.70 3754517.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2644 N/A 3140QM5E0 2052-01-01 2.5 4363679.21 3431919.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 637.26 521.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB1231 N/A 3140QLLM6 2036-07-01 3.5 137838.75 126294.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4683 N/A 3133C5FY2 2053-06-01 5 642.62 607.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG3783 N/A 3133C4FY5 2053-05-01 5.5 548.09 535.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG3208 N/A 3133C3R57 2053-05-01 6.5 587884.09 607147.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG2488 N/A 3133C2XR4 2053-05-01 6.5 566392.91 585981.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 806.98 781.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 746.42 698.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2303 N/A 3142GSRZ3 2054-09-01 5.5 71500.71 69225.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2243 N/A 3142GSP51 2054-08-01 5.5 670.36 647.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6585 N/A 31427UJ79 2056-09-01 5 858.58 801.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6497 N/A 31427UGF4 2056-09-01 5 797470.51 744428.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6138 N/A 31427TZC3 2056-07-01 5 856.65 801.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5887 N/A 31427TRH1 2055-12-01 6.5 799.32 810.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ9437 N/A 3133D1PW3 2054-11-01 6 389749.28 386956.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9047 N/A 3133D1BQ1 2054-11-01 5.5 724.05 699.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ7972 N/A 3133CY2D9 2054-11-01 6 2143536.18 2150629.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5193 N/A 3133CVXW9 2054-10-01 5.5 1272.39 1228.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4915 N/A 3133CVN83 2054-08-01 5.5 1062652.49 1025010.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ4332 N/A 3133CUY59 2054-08-01 6 979038.01 975268.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4500 N/A 3133CU7M2 2054-09-01 5.5 625.65 604.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3006 N/A 3133CTKT5 2054-09-01 5 3594781.99 3381563.89 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0447 N/A 3133CQP82 2054-07-01 7 364.67 376.91 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH7924 N/A 3133CLYV2 2054-01-01 7 666215.31 697177.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC6110 N/A 3130G5VC4 2056-10-01 5 83846.15 78269.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7304 N/A 3140UPDJ8 2056-08-01 5.5 856.50 825.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6859 N/A 3140UNTR8 2056-07-01 6.5 167161.99 169671.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6868 N/A 3140UNT23 2056-07-01 6.5 1616147.77 1639087.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV7747 N/A 3140MMTD0 2052-04-01 3.5 628.10 537.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6441 N/A 3140MLEP1 2055-12-01 6 4418599.59 4419997.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBV5948 N/A 3140MKTE2 2055-08-01 6.5 1999302.76 2043953.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV5735 N/A 3140MKLR1 2052-05-01 3.5 901758.56 772000.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV2569 N/A 3140MF2B8 2052-07-01 5 2176595.77 2048256.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU9102 N/A 3140MBDG4 2052-01-01 2 103415.13 78590.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU8735 N/A 3140MAV50 2052-06-01 4 127011.63 112098.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5467 N/A 3140M7CD1 2055-01-01 5 1219362.46 1151319.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4317 N/A 3140M5YP4 2053-11-01 6 476.15 474.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4214 N/A 3140M5VG7 2053-10-01 6.5 904.15 936.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBT8387 N/A 3140LXJ97 2052-09-01 4.5 2820616.89 2594826.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBT8322 N/A 3140LXG82 2052-08-01 5 2172621.28 2066964.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBT8286 N/A 3140LXF42 2052-08-01 5 2769467.27 2658555.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMB0312 N/A 3138MTK22 2055-05-01 5.5 33888.70 32631.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ7022 N/A 3138MNYU8 2042-12-01 3.5 2280404.62 2056164.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP7366 N/A 3138MBFG6 2042-09-01 3.5 2492811.59 2201744.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP4874 N/A 3138M8MY6 2042-09-01 3.5 463334.23 408090.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO9108 N/A 3138M1DN5 2037-07-01 3.5 527640.19 481442.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO5735 N/A 3138LWLR0 2042-08-01 3.5 139913.05 125508.23 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAM8703 N/A 3138L9U59 2030-04-01 3.04 2637.90 2469.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL8400 N/A 3138ETKN5 2043-08-01 3 690872.96 602677.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL9903 N/A 3138ESAD0 2044-05-01 5.5 119.10 118.47 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XMAL9759 N/A 3138ERZZ6 2036-09-01 6.01 5069492.61 5183228.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5899 N/A 3140XMRV0 2053-09-01 6.5 409.47 418.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5865 N/A 3140XMQT6 2053-01-01 4.5 678.92 618.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5520 N/A 3140XMD29 2053-01-01 4.5 14456321.13 13168190.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5495 N/A 3140XMC95 2047-03-01 2.5 656.81 531.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 N/A 3140XLUN6 2053-04-01 3.5 649.01 558.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS4615 N/A 3140XLDV7 2034-07-01 4 406.41 391.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH7224 N/A 3133CLAZ9 2053-12-01 6.5 762021.71 777554.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH5163 N/A 3133CHWY7 2053-11-01 5.5 1259.08 1215.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH5017 N/A 3133CHSE6 2053-11-01 6.5 1314232.49 1332756.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2096 N/A 3133CEKH4 2053-10-01 5.5 651.70 635.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG7548 N/A 3133C8L52 2053-08-01 6.5 619918.18 632728.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7063 N/A 3133C7Z42 2053-07-01 6 140243.37 139566.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4872 N/A 3140W5MW1 2056-03-01 5 823.63 769.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX7638 N/A 3140NCPY9 2053-05-01 5.5 571184.24 551179.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8658 N/A 3140QUTQ9 2054-06-01 4.5 1816727.80 1644147.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 75.14 73.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5350 N/A 3140J95L1 2044-06-01 4 644504.83 588402.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6423 N/A 3140MYD58 2052-08-01 5 1177765.74 1111546.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6623 N/A 3138WGLD4 2046-02-01 4 123.93 112.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR3284 N/A 3140L1UJ2 2051-02-01 2 815137.55 629308.29 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL9855 N/A 3131XR5Q3 2045-07-01 3 99007.44 84168.17 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX JUAL8079 N/A 3138EQ6R8 2037-05-01 5.5 106607.11 105380.12 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8733 N/A 3133CMV27 2054-01-01 7 677.08 706.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA3239 N/A 3140QAS50 2049-03-01 5 1881330.02 1794713.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI5925 N/A 3133WCSN5 2054-05-01 6.5 639410.08 648058.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA9089 N/A 3133A4C20 2050-05-01 4 2589269.94 2307622.68 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5049 N/A 3133KYTE9 2040-05-01 3 310493.14 278011.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8314 N/A 3140QUGY6 2054-04-01 5 736.88 690.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA9606 N/A 3133A4U79 2050-05-01 3 401065.01 335491.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM6831 N/A 3140XASV5 2037-01-01 3 604.64 557.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6701 N/A 3140QSNT4 2053-07-01 6 545.57 546.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3569 N/A 3140XJ6F5 2052-02-01 3 614500.06 507120.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9826 N/A 3132AA4K7 2046-10-01 3 383798.19 325881.00 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC5039 N/A 3133APS42 2051-08-01 2 34613.42 26233.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0245 N/A 3140AMHX2 2054-08-01 6.5 959.33 975.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA1300 N/A 3133KGNR5 2049-08-01 5.5 706307.72 690837.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB6277 N/A 3140QR6P3 2053-05-01 7 556986.56 588709.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1552 N/A 3140QLWN2 2051-09-01 2.5 586.57 464.80 Agency Mortgage-Backed Securities FMAC FKAR 02.050 WNWN2149 N/A 3132XGL79 2028-11-01 2.05 1210300.12 1140830.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3815 N/A 3140XKGZ7 2051-09-01 3.5 273186.31 234076.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3394 N/A 3140XJXY4 2052-10-01 4 4577296.52 4037231.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3361 N/A 3140XJWX7 2052-12-01 5.5 592.60 577.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3067 N/A 3140XJMR1 2052-07-01 4 601.10 531.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS2961 N/A 3140XJJF1 2052-10-01 5.5 486.55 477.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3549 N/A 3140XJ5K5 2052-01-01 2.5 3356839.34 2646199.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2436 N/A 3140XHV61 2052-07-01 4.5 3358527.12 3100938.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2058 N/A 3140XHJC2 2052-06-01 4 600433.97 529937.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1341 N/A 3140XGP37 2052-01-01 3.5 546.19 468.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1310 N/A 3140XGN47 2037-04-01 2.5 575217.78 517557.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0117 N/A 3142J6DX8 2056-05-01 4.5 843.43 762.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6651 N/A 3142GXL96 2056-05-01 6 810.11 803.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4299 N/A 3140W4X51 2055-10-01 6 997.29 983.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 1379.24 1340.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9678 N/A 3140QVXG4 2054-12-01 6 629.43 624.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9644 N/A 3140QVWE0 2054-12-01 5 749.09 704.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 34250.90 32000.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9484 N/A 3140QVRE6 2054-11-01 5.5 725.38 700.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9138 N/A 3140QVEL4 2054-09-01 5.5 4819.07 4672.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9059 N/A 3140QVB52 2054-08-01 5.5 719761.48 694325.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9792 N/A 3140QV3A0 2055-01-01 5.5 710.70 689.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 716.03 696.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8754 N/A 3140QUWQ5 2054-06-01 5.5 1488.86 1440.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8656 N/A 3140QUTN6 2054-06-01 4.5 735.95 668.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8639 N/A 3140QUS56 2054-06-01 5.5 721.13 699.13 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8368 N/A 3140QUJN7 2054-04-01 7 394.58 407.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8362 N/A 3140QUJG2 2054-04-01 6.5 474.54 483.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6072 N/A 3140UMXA2 2056-07-01 5 834.01 782.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5814 N/A 3140UMN88 2056-07-01 5 2239064.49 2096323.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH5207 N/A 3140ULYD7 2056-07-01 6 1290091.52 1277242.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4614 N/A 3140ULDU2 2056-07-01 6 811.39 803.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4557 N/A 3140ULB34 2056-05-01 6 2077573.73 2053644.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3154 N/A 3140UJQG4 2056-08-01 5 2671428.18 2500581.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW0712 N/A 3140MRYJ0 2052-06-01 5 744236.13 697227.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG2402 N/A 3133C2U30 2053-05-01 6.5 448653.50 462806.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF9925 N/A 3133BYA25 2053-03-01 6 463148.74 459037.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF9729 N/A 3133BXY21 2053-03-01 5.5 1798084.76 1745642.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE5936 N/A 3133BFSZ4 2052-07-01 5 1818866.91 1710723.95 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE2897 N/A 3133BCGE1 2052-05-01 4.5 985172.29 895187.64 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE2569 N/A 3133BB2A6 2052-05-01 4.5 92918.04 84909.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD7360 N/A 3133B5E99 2052-02-01 2.5 1669037.73 1320499.07 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB9394 N/A 3133AGNK1 2051-03-01 2 304186.58 231759.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7885 N/A 3140N0XP5 2052-08-01 4.5 2640704.41 2431940.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7896 N/A 3140N0X26 2052-08-01 4.5 1035930.75 949745.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7401 N/A 3140N0GK5 2052-08-01 5 885020.98 829737.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7037 N/A 3140MYZB1 2052-09-01 5 976156.62 923458.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7061 N/A 3140MYZ39 2052-10-01 5 3788061.13 3592009.18 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB8604 N/A 3133AFRZ6 2051-02-01 2 292866.05 225930.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1382 N/A 3133A7RB7 2050-07-01 3 75698.14 62915.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQA8843 N/A 3133A3ZG6 2050-04-01 5 723191.58 690157.48 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA8770 N/A 3133A3W79 2050-03-01 3 689520.59 580116.89 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q58278 G N/A 3132Y2FU5 2048-09-01 4 561147.90 508050.53 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q56806 G N/A 3132Y0R44 2048-06-01 4 2090866.73 1869197.69 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q52133 G N/A 3132XULP8 2047-11-01 4 1346926.58 1211180.93 Agency Mortgage-Backed Securities FMAC FKAR 01.650 WNWN2124 N/A 3132XGLE4 2028-09-01 1.65 1152884.62 1083305.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0994 N/A 3140W1C84 2054-08-01 6 58697463.70 58343009.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0908 N/A 3140W1AJ2 2054-12-01 5.5 767.95 744.82 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-07 2026-10-07 2026-10-29 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0396 2725000000.00 2725000000.00 .0154 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.900%, 10/29/2026 3.900 933FLL000 549300HXQQQCCUBS2Z23 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 65744103.25 63994552.78 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 80738035.00 75537092.63 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 41643362.95 40238450.55 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 14031152.80 13802793.50 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 41225797.90 39265820.40 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 26473096.65 25590156.29 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 44335912.95 43476904.64 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 18870489.40 18668826.77 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 78358.70 74878.79 U.S. Treasuries (including strips) USTR 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 25826.50 25635.77 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 1131420.50 1054731.54 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 58899091.65 55098038.77 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 3987172.00 3733499.00 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 1658061.30 1482223.90 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 291680095.00 285941653.73 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 183660868.65 181746832.94 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 2315483.10 2287630.73 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 40171197.50 37986303.53 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 23602673.50 22181013.67 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 99031274.65 97945453.54 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 32822074.60 32042714.44 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 15539200.60 14822791.66 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 3736654.95 3727948.55 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 230240.50 229063.28 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 67142086.20 64639700.65 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-07 2026-10-07 2026-10-29 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0395 1099000000.00 1099000000.00 .0062 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.900%, 10/1/2026 3.900 933FLL000 549300HXQQQCCUBS2Z23 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 46646636.80 43282235.75 U.S. Treasuries (including strips) USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 32564543.72 31631895.72 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 123033918.60 120421998.78 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 77532437.40 74921466.18 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 93305576.20 93613951.13 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 72370396.86 65823694.07 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 11980047.20 10371639.01 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 103796022.40 84313768.48 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 19634730.40 12636578.70 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 20337677.40 11072736.60 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 27260013.40 17553560.87 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 18865612.40 13646615.24 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 25399882.20 15143828.86 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 14860741.83 13677978.86 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 30599772.00 19433303.20 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 52984640.40 34088834.06 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 36155149.40 26731137.97 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 20005644.20 18493557.60 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 22777469.19 22939631.77 U.S. Treasuries (including strips) USTR BILL 01/07/27 N/A 912797VS3 2027-01-07 0 18992392.20 18779487.48 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 16788692.40 16573797.14 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 71010412.30 70157694.18 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 12959597.20 8479182.58 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 45950704.20 44091308.96 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 35228152.60 32813024.95 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 42793105.59 43169455.52 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 22152050.60 14422812.48 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 822.00 813.25 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-01 2026-10-01 2026-10-01 N N N .0395 959000000.00 959000000.00 .0054 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., REPO, 3.890%, 10/1/2026 3.890 933FRW000 5U0XI89JRFVHWIBS4F54 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 10389136.65 9762700.57 Agency Mortgage-Backed Securities GNMA GNII SF MA9666 M N/A 36179YW34 2054-05-20 4.5 13861568.91 12612849.48 Agency Mortgage-Backed Securities GNMA GNII SF MA9603 M N/A 36179YU44 2054-04-20 4.5 48064290.07 43698850.92 Agency Mortgage-Backed Securities GNMA GNII SF MA9602 M N/A 36179YU36 2054-04-20 4 23224622.45 20339223.73 Agency Mortgage-Backed Securities GNMA GNII SF MA9422 M N/A 36179YPF5 2054-01-20 5 19275645.81 18217755.54 Agency Mortgage-Backed Securities GNMA GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 9240083.80 8959255.07 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 2087020.76 2085725.42 Agency Mortgage-Backed Securities GNMA GNII SF MA7938 M N/A 36179WZB7 2052-03-20 3.5 8580931.15 7338725.04 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 4035582.73 3249830.11 Agency Mortgage-Backed Securities GNMA GNII SF MA6995 M N/A 36179VXY1 2050-11-20 2.5 21103565.46 17094349.96 Agency Mortgage-Backed Securities GNMA GNII SF MA6994 M N/A 36179VXX3 2050-11-20 2 77837458.04 60576932.52 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 13300567.23 12376244.30 Agency Mortgage-Backed Securities GNMA GNII SF MA5193 M N/A 36179TXW0 2048-05-20 4.5 6956823.84 6445573.81 Agency Mortgage-Backed Securities GNMA GNII SF MA5467 M N/A 36179UCC4 2048-09-20 4.5 7881461.85 7288460.66 Agency Mortgage-Backed Securities GNMA GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 12429204.10 10833896.41 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M N/A 36179U6U1 2049-11-20 3 5926311.89 4958999.51 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 22454123.31 18780329.36 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 14763659.59 12832077.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4414 N/A 31418D3Y6 2051-09-01 2.5 49593422.90 39330752.84 Agency Mortgage-Backed Securities GNMA GNII SF MA9540 M N/A 36179YS54 2054-03-20 5 20005245.38 18967928.96 Agency Mortgage-Backed Securities GNMA GNII SF MA9962 M N/A 36180AB77 2054-10-20 4 3295615.92 2883328.51 Agency Mortgage-Backed Securities GNMA GNII SF MA3803 M N/A 36179SGL5 2046-07-20 3.5 8626495.89 7477441.85 Agency Mortgage-Backed Securities GNMA GNII SF MA9361 M N/A 36179YMJ0 2053-12-20 5 27248627.27 25682588.11 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 3447658.67 3098728.80 Agency Mortgage-Backed Securities GNMA GNII SF MA8348 M N/A 36179XHZ2 2052-10-20 5 91101.14 86349.10 Agency Mortgage-Backed Securities GNMA GNII SF MA5076 M N/A 36179TT96 2048-03-20 3 15108495.62 12830537.38 Agency Mortgage-Backed Securities GNMA GNII SF MA5020 M N/A 36179TSH9 2048-02-20 4 10739061.73 9653742.32 Agency Mortgage-Backed Securities GNMA GNII SF MA5019 M N/A 36179TSG1 2048-02-20 3.5 2943459.29 2561926.46 Agency Mortgage-Backed Securities GNMA GNII SF MA4963 M N/A 36179TQQ1 2048-01-20 4 11725903.35 10539350.06 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 13779977.57 11903922.42 Agency Mortgage-Backed Securities GNMA GNII SF MA4509 M N/A 36179TAJ4 2047-06-20 3 14345625.38 12088006.50 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 7443260.54 6684116.61 Agency Mortgage-Backed Securities GNMA GNII SF MA4321 M N/A 36179SYS0 2047-03-20 3.5 15876277.80 13835214.70 Agency Mortgage-Backed Securities GNMA GNII SF MA4262 M N/A 36179SWX1 2047-02-20 3.5 6020806.19 5248020.33 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 11203768.38 9550267.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 112758230.03 89514348.73 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 32521610.96 24711517.18 Agency Mortgage-Backed Securities USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 373.76 330.19 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 1531084.48 1341909.42 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 1638423.68 1560975.39 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 529688.00 505810.99 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 3223.68 3044.12 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 1791945.60 1777659.31 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 22939.52 22167.01 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 7128794.56 6432605.39 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0394 584000000.00 584000000.00 .0033 N Y Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., REPO, 3.900%, 10/1/2026 3.900 935TKW005 549300H7EXFMRS487544 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 0.0000 - 03/18/2027 N/A 912797UD7 2027-03-18 0 50000000.00 49500000.00 U.S. Treasuries (including strips) UST - 0.0000 - 03/18/2027 N/A 912797UD7 2027-03-18 0 50000000.00 49500000.00 U.S. Treasuries (including strips) UST - 0.0000 - 03/18/2027 N/A 912797UD7 2027-03-18 0 50000000.00 49016515.00 U.S. Treasuries (including strips) UST - 0.0000 - 03/18/2027 N/A 912797UD7 2027-03-18 0 50000000.00 49016515.00 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 48878905.00 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 48878905.00 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 48878905.00 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 48878905.00 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 50000000.00 48878905.00 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 18840000.00 18417571.40 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 450000350.00 450000350.00 .0025 N Y Y N Truist Bank Truist Bank, REPO, 3.910%, 10/1/2026 3.910 937LKK006 JJKC32MCHWDI71265Z06 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2020-101 AG N/A 38382F5K6 2050-07-20 1.5 20000688.64 15097046.46 Agency Collateralized Mortgage Obligation FMAC FERM 5070CB 02/25/51 N/A 3137F9W80 2051-02-25 1.25 1451597.80 1011841.97 Agency Collateralized Mortgage Obligation FMAC FERM 5051MT 12/25/50 N/A 3137F7Z65 2050-12-25 1.5 11501383.61 8221457.36 Agency Collateralized Mortgage Obligation FMAC FGRA 4122MF 10/15/42 N/A 3137AUZX0 2042-10-15 4.763 1861874.99 1686386.89 Agency Collateralized Mortgage Obligation FNMA FNRM CL003EA R21F003 N/A 3136BDYD4 2051-02-25 1.25 43214206.69 31472472.21 Agency Collateralized Mortgage Obligation FNMA FNRM RC102AB R20F102 N/A 3136BDDY1 2051-01-25 1.25 104720386.03 75299292.54 Agency Collateralized Mortgage Obligation FNMA FNRM CL077CA R20F077 N/A 3136BCUX6 2050-11-25 1.5 21638593.10 15450157.45 Agency Collateralized Mortgage Obligation FNMA FNRM CL075KA R20F075 N/A 3136BCHF0 2050-11-25 1.25 57566643.88 41469913.26 Agency Collateralized Mortgage Obligation FMAC FGRA 4517FH 04/15/44 N/A 3137BLSM1 2044-04-15 4.751 349768.36 321322.25 Agency Collateralized Mortgage Obligation FMAC FERM 5051EC 12/25/50 N/A 3137F7XW0 2050-12-25 1.5 48004775.75 34258912.23 Agency Collateralized Mortgage Obligation FMAC FERM 5038AG 11/25/50 N/A 3137FXMG0 2050-11-25 1.5 1359661.09 971497.34 Agency Collateralized Mortgage Obligation FNMA FNRM CL003GA R21F003 N/A 3136BDYG7 2051-02-25 1.5 44008716.58 32239700.20 Agency Collateralized Mortgage Obligation Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 H 2026-10-01 2026-10-01 2026-10-01 N N N .0396 250000000.00 250000000.00 .0014 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., REPO, 3.890%, 10/1/2026 3.890 942MLS009 JHE42UYNWWTJB8YTTU19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 4.7500 - 05/15/2055 N/A 912810UK2 2055-05-15 4.75 50000000.00 44789065.00 U.S. Treasuries (including strips) UST - 4.7500 - 05/15/2055 N/A 912810UK2 2055-05-15 4.75 16000000.00 14332500.80 U.S. Treasuries (including strips) UST - 3.8750 - 12/31/2027 N/A 91282CGC9 2027-12-31 3.875 50000000.00 49960935.00 U.S. Treasuries (including strips) UST - 3.8750 - 12/31/2027 N/A 91282CGC9 2027-12-31 3.875 50000000.00 49960935.00 U.S. Treasuries (including strips) UST - 3.8750 - 12/31/2027 N/A 91282CGC9 2027-12-31 3.875 40000000.00 39968748.00 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2042 N/A 912810TM0 2042-11-15 4 50000000.00 42384765.00 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2042 N/A 912810TM0 2042-11-15 4 45000000.00 38146288.50 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 34132810.00 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 34132810.00 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 34132810.00 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 35000000.00 23892967.00 U.S. Treasuries (including strips) UST - 3.3750 - 02/29/2028 N/A 91282CQB0 2028-02-29 3.375 50000000.00 49182818.07 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2045 N/A 912810RP5 2045-11-15 3 50000000.00 35107420.00 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2045 N/A 912810RP5 2045-11-15 3 25000000.00 17553710.00 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 49538516.31 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 49538516.31 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 50000000.00 49538516.31 U.S. Treasuries (including strips) UST - 4.1250 - 06/15/2029 N/A 91282CQV6 2029-06-15 4.125 5000000.00 4953851.63 U.S. Treasuries (including strips) UST - 2.5000 - 02/15/2046 N/A 912810RQ3 2046-02-15 2.5 25000000.00 15809570.00 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 50000000.00 42474607.50 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 40000000.00 33979686.00 U.S. Treasuries (including strips) UST - 1.1250 - 02/15/2031 N/A 91282CBL4 2031-02-15 1.125 50000000.00 42486327.50 U.S. Treasuries (including strips) UST - 1.1250 - 02/15/2031 N/A 91282CBL4 2031-02-15 1.125 50000000.00 42486327.50 U.S. Treasuries (including strips) UST - 1.1250 - 02/15/2031 N/A 91282CBL4 2031-02-15 1.125 16917000.00 14374824.05 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47556381.02 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47556381.02 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47556381.02 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 44207030.00 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 44207030.00 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 50000000.00 47896485.00 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 2000000.00 1915859.40 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 50000000.00 50226475.71 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 50000000.00 50226475.71 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 1000000.00 1004529.51 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48249066.52 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48249066.52 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48249066.52 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 427000.00 412047.03 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 49611330.00 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 49611330.00 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 49611330.00 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 25000000.00 24805665.00 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 43863282.50 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 43863282.50 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 17000000.00 14913516.05 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 49035155.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 49035155.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 49035155.00 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 8000000.00 7723750.00 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 50000000.00 49767597.60 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 50000000.00 49767597.60 U.S. Treasuries (including strips) UST - 3.8750 - 06/15/2028 N/A 91282CNH0 2028-06-15 3.875 18000000.00 17916335.13 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 39847657.50 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 39847657.50 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 39847657.50 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 39847657.50 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 13000000.00 10360390.95 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 48332116.79 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 30000000.00 28999270.08 U.S. Treasuries (including strips) UST - 4.7500 - 11/15/2043 N/A 912810TW8 2043-11-15 4.75 43000000.00 39768279.10 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 18000000.00 12155625.90 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 40453125.00 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 10647000.00 8614088.44 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49593750.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49593750.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49593750.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49593750.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49593750.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 45000000.00 44634375.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 48296875.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 48296875.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 48296875.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 47644530.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 47644530.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 47644530.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 2970000.00 2830085.08 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 50000000.00 49467816.52 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 50000000.00 49467816.52 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 20000000.00 19787126.61 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 42765625.00 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 42765625.00 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 20000000.00 16269532.00 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 40446000.00 39148882.62 U.S. Treasuries (including strips) UST - 3.0000 - 05/15/2045 N/A 912810RM2 2045-05-15 3 25000000.00 17671875.00 U.S. Treasuries (including strips) UST - 4.8750 - 10/31/2030 N/A 91282CJG7 2030-10-31 4.875 50000000.00 50706777.12 U.S. Treasuries (including strips) UST - 4.8750 - 10/31/2030 N/A 91282CJG7 2030-10-31 4.875 15000000.00 15212033.14 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 48593480.86 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 48593480.86 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 48593480.86 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 48593480.86 U.S. Treasuries (including strips) UST - 4.0000 - 02/28/2030 N/A 91282CGQ8 2030-02-28 4 50000000.00 48593480.86 U.S. Treasuries (including strips) UST - 1.8750 - 02/28/2027 N/A 91282CEC1 2027-02-28 1.875 40000000.00 39669966.70 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 2619000.00 2560277.04 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-10-01 2026-10-01 2026-10-01 N N N .0394 3500000000.00 3500000000.00 .0197 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.890%, 10/6/2026 3.890 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 375957100.00 372601091.21 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 963587000.00 953542213.00 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-06 2026-10-06 2026-10-06 Y Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK 1.0000 6 N STANDARD AND POORS A-1+ MOODYS P-1 N N .0394 1300000000.00 1300000000.00 .0073 N N Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.890%, 10/1/2026 3.890 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 800324000.00 794215035.07 U.S. Treasuries (including strips) USTR 5 NOTE Q 33 N/A 91282CRM5 2033-09-30 5 1465127100.00 1450027500.11 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 2200000000.00 2200000000.00 .0124 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.890%, 10/1/2026 3.890 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 18977700.00 17426951.48 U.S. Treasuries (including strips) USTR 5 NOTE AD 31 N/A 91282CRN3 2031-09-30 5 1005859800.00 1002683294.75 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 1000000000.00 1000000000.00 .0056 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC, REPO, 3.890%, 10/7/2026 3.890 963FSK008 SUVUFHICNZMP2WKHG940 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2026-119 WF N/A 38385WLT9 2056-07-20 4.6478 26769020.58 26056082.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-069 FD N/A 38385FCH2 2055-04-20 4.9478 42019197.60 41223496.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-025 FP N/A 38385DAM8 2055-02-20 5.3278 39912673.60 39489717.12 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-025 AF N/A 38385DAG1 2055-02-20 5.3478 39912673.60 39509775.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-022 FD N/A 38385CR26 2055-02-20 5.3578 41428565.60 41022204.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-181 WF N/A 38384X4D2 2054-11-20 5.2978 40999574.28 40053411.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-079 BF N/A 38384PAD2 2054-05-20 4.8978 9615455.56 9543132.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-105 FA N/A 38381NAA6 2055-06-20 5.3978 47708251.20 46476252.26 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-165 EY N/A 38384D7E1 2053-11-20 6.5 40000000.00 39891844.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-211 HF N/A 38383LS92 2052-12-20 4.6478 42602987.20 41885726.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-124 FA N/A 38381PEH2 2055-07-20 5.1478 47894690.40 46892874.91 Agency Collateralized Mortgage Obligation Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-07 2026-10-07 2026-10-07 Y TD Securities (USA) LLC 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 N N .0394 400000000.00 400000000.00 .0023 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.890%, 10/1/2026 3.890 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLDE9204 N/A 3140BNGN2 2055-10-01 5.5 35667.12 34294.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2909 N/A 3140BFGT6 2055-07-01 6.5 228678.78 232399.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD9974 N/A 3140BBCL6 2055-05-01 6.5 15201.11 15438.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6360 N/A 3140B7B69 2055-05-01 5.5 202136.53 194686.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD2230 N/A 3140B2PQ1 2055-01-01 4.5 73767.46 67327.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7722 N/A 3140AVSL6 2054-12-01 6 153.75 153.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7266 N/A 3140AVCC3 2054-12-01 6 59510.96 59390.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC5577 N/A 3140ATFT8 2054-11-01 6.5 108514.96 110457.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5218 N/A 3140ASYQ5 2054-09-01 5.5 67722.30 65257.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4374 N/A 3140AR2G4 2054-10-01 5.5 517.85 506.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0181 N/A 3140AMFX4 2054-07-01 6.5 110230.07 112221.94 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CKDC0835 N/A 3140AM4V0 2055-02-01 7 54.51 55.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5414 N/A 3140A6AQ9 2053-12-01 7 54726.57 56448.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA4779 N/A 3140A5JZ2 2054-02-01 6 127.17 127.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL850190 N/A 31408FRK7 2035-09-01 5.5 6871.87 6795.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAY0046 N/A 3138YDBQ1 2044-12-01 4.5 10.97 10.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAW3649 N/A 3138XTBT1 2044-04-01 4.5 1.92 1.80 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6174 N/A 3138LJ2G4 2037-07-01 3.21 57.75 48.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAL9994 N/A 3138ESC89 2032-04-01 2.5 32.32 30.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL5686 N/A 3138ENJ83 2044-09-01 4 79.93 72.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0814 M N/A 3618N53Y3 2055-12-20 5.5 338514.69 325827.35 Agency Mortgage-Backed Securities GNMA GNII SF DQ7754 C N/A 3618N1TK4 2056-03-20 6.5 28964.85 29603.38 Agency Mortgage-Backed Securities GNMA GNII SF DQ7231 C N/A 3618N1A81 2056-02-20 6.5 18440.00 18939.12 Agency Mortgage-Backed Securities GNMA GNII SF DQ7230 C N/A 3618N1A73 2056-02-20 6.5 853.83 876.95 Agency Mortgage-Backed Securities GNMA GNII SF DQ2952 C N/A 3618MVH55 2056-02-20 7 28763.30 30385.86 Agency Mortgage-Backed Securities GNMA GNII SF DQ2628 C N/A 3618MU4M4 2056-03-20 7.5 349.45 374.47 Agency Mortgage-Backed Securities GNMA GNII SF DQ2626 C N/A 3618MU4K8 2056-03-20 7 57.21 60.44 Agency Mortgage-Backed Securities GNMA GNII SF DQ1252 C N/A 3618MTL97 2056-04-20 6 398.36 400.44 Agency Mortgage-Backed Securities GNMA GNII SF DQ0618 C N/A 3618MSVK3 2056-02-20 6.5 10326.64 10554.85 Agency Mortgage-Backed Securities GNMA GNII SF DP9018 C N/A 3618MQAT1 2056-01-20 6.5 738.73 755.06 Agency Mortgage-Backed Securities GNMA GNII SF DP8599 C N/A 3618MPRU2 2056-05-20 6.5 57.26 58.53 Agency Mortgage-Backed Securities GNMA GNII SF DP8198 C N/A 3618MPDB9 2056-04-20 6 114.07 113.71 Agency Mortgage-Backed Securities GNMA GNII SF DP8124 C N/A 3618MPAZ9 2056-03-20 6.5 56.97 59.08 Agency Mortgage-Backed Securities GNMA GNII SF DP7965 C N/A 3618MNZ61 2056-02-20 6.5 734.07 758.99 Agency Mortgage-Backed Securities GNMA GNII SF DP6521 C N/A 3618MMG64 2056-01-20 6.5 1350.56 1380.34 Agency Mortgage-Backed Securities GNMA GNII SF DP5522 C N/A 3618MLD36 2056-08-20 6 15873.41 16099.12 Agency Mortgage-Backed Securities GNMA GNII SF DP5374 C N/A 3618MK6K8 2056-06-20 6 60.04 61.48 Agency Mortgage-Backed Securities GNMA GNII SF DP3332 C N/A 3618MHVZ4 2056-03-20 6.5 56.98 58.24 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD7539 N/A 3132DVLU7 2051-04-01 2 150105.94 115758.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6577 N/A 3132DUJW8 2054-09-01 5.5 1733.04 1666.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5877 N/A 3132DTQ60 2054-07-01 5.5 663928.32 647581.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6175 N/A 3132DT2G4 2054-09-01 6 2901.30 2875.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5063 N/A 3132DSTU6 2054-03-01 5.5 88.98 86.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 430225.27 403655.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5368 N/A 3132DS6D9 2052-07-01 2.5 1582.98 1243.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5270 N/A 3132DS2B7 2054-05-01 5 48.31 45.61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD3139 N/A 3132DQPY6 2052-07-01 3.5 14030.89 11969.33 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD2464 N/A 3132DPWZ7 2052-02-01 2 52552.84 39629.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1579 N/A 3132DNXG3 2052-09-01 5.5 29673.25 28793.13 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1131 N/A 3132DNHG1 2052-07-01 4 121495.62 107359.88 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1040 N/A 3132DNEM1 2052-06-01 4 823091.74 727088.15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0892 N/A 3132DM7D1 2052-01-01 2 72.94 56.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0792 N/A 3132DM2Z7 2051-12-01 2 2499112.55 1897978.80 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0786 N/A 3132DM2T1 2051-12-01 2 34658.13 26758.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM0877 N/A 3131XT6N5 2046-03-01 3.5 16252.74 14265.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZJ9466 N/A 3131X1QT1 2032-09-01 3.5 1640.30 1571.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2064 N/A 3130G1FE7 2056-08-01 5 328376.24 307479.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL2686 N/A 3138EJ6Y9 2042-11-01 3.5 1339199.22 1195207.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL252571 N/A 31371HQY7 2029-07-01 7 .13 .14 Agency Mortgage-Backed Securities FMAC FEPC 02.500 ZLSI2106 N/A 3133USKT7 2051-05-01 2.5 911.80 722.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNRD5309 N/A 3133LP3S4 2036-08-01 4.5 342127.95 331181.57 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2084 N/A 3133L8J55 2036-07-01 2 13722.87 12172.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9565 N/A 3133KRTW4 2053-08-01 5.5 20413.08 19740.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9081 N/A 3133KRCS1 2053-05-01 6.5 49199.68 50336.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8135 N/A 3133KQBC9 2052-10-01 5.5 38.01 36.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 3850.20 3501.30 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3114 N/A 3133KJN73 2050-07-01 2.5 167952.51 134053.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4949 N/A 3133CVQA5 2054-09-01 5.5 112413.94 108733.12 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ4696 N/A 3133CVGD0 2054-09-01 7 132203.48 137847.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ4539 N/A 3133CVBG8 2054-09-01 6 137.40 135.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2482 N/A 3133CEXK3 2053-10-01 5.5 140.93 136.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH1717 N/A 3133CD4A9 2053-10-01 5.5 988322.57 951995.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG6069 N/A 3133C6W62 2053-06-01 5 35.50 33.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG4575 N/A 3133C5CL3 2053-06-01 5.5 41.24 39.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG4032 N/A 3133C4PR9 2053-06-01 5.5 87986.95 85173.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF7094 N/A 3133BU3B1 2053-02-01 5 41.05 38.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF6276 N/A 3133BT6M7 2053-01-01 4.5 133.38 121.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2614 N/A 3133BP3X4 2052-11-01 5 279947.80 263259.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1648 N/A 3133BNZM8 2052-10-01 5 60382.69 56742.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1317 N/A 3133BNPA5 2052-10-01 5.5 810.13 793.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0468 N/A 3133BMQV0 2052-09-01 5 393.39 372.49 Agency Mortgage-Backed Securities GNMA GNAR AF MB1297 M N/A 3618N6NP8 2056-07-20 4.5 13273.93 12873.52 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 7474963.37 6998941.09 Agency Mortgage-Backed Securities GNMA GNAR AF MB0695 M N/A 3618N5XZ7 2055-10-20 4.5 54395.90 53028.66 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M N/A 3618N5XQ7 2055-10-20 5.5 6405401.28 6167380.13 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 724945.87 678662.99 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 2242520.48 2165883.59 Agency Mortgage-Backed Securities GNMA GNII SF MB0424 M N/A 3618N5PJ2 2055-06-20 5.5 2112224.45 2036460.14 Agency Mortgage-Backed Securities GNMA GNII SF MB0423 M N/A 3618N5PH6 2055-06-20 5 375.66 352.25 Agency Mortgage-Backed Securities GNMA GNII SF MB0307 M N/A 3618N5KV0 2055-04-20 5 507112.93 480270.31 Agency Mortgage-Backed Securities GNMA GNII SF MB0205 M N/A 3618N5GP8 2055-02-20 5.5 9537000.14 9233814.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0204 M N/A 3618N5GN3 2055-02-20 5 430419.08 404901.16 Agency Mortgage-Backed Securities GNMA GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 40.29 38.96 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 99.73 93.72 Agency Mortgage-Backed Securities GNMA GNII SF MB0870 M N/A 3618N56G9 2056-01-20 4.5 55678.85 50044.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB2668 N/A 3133A86D4 2050-08-01 2.5 130.19 104.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA0530 N/A 31334WST9 2049-06-01 3.5 9.15 7.95 Agency Mortgage-Backed Securities FMAC FKAR 04.900 WNWN1805 N/A 3132XGAF3 2041-04-01 4.9 607.29 561.36 Agency Mortgage-Backed Securities FMAC FKAR 03.200 WNWN0160 N/A 3132XEFA4 2038-11-01 3.2 61714.53 49931.92 Agency Mortgage-Backed Securities FMAC FERA 5470FA 11/25/54 N/A 3137HHCK5 2054-11-25 4.7903 546757.71 539546.15 Agency Collateralized Mortgage Obligation FMAC FERM 5000BA 04/25/45 N/A 3137FVE99 2045-04-25 2 1493.22 1357.26 Agency Collateralized Mortgage Obligation FMAC FGRA 4240FA 08/15/43 N/A 3137B3V70 2043-08-15 4.263 450206.87 442290.99 Agency Collateralized Mortgage Obligation FNMA FNRA CL089FC R26F089 N/A 3136G8CT9 2056-10-25 5.0262 2864583.33 2856966.66 Agency Collateralized Mortgage Obligation FNMA FNRA CL089FB R26F089 N/A 3136G8CQ5 2056-10-25 5.0762 2864583.33 2854239.41 Agency Collateralized Mortgage Obligation FNMA FNRM CL075GA R26F075 N/A 3136G7LD6 2030-05-25 4.55 87104.34 85332.31 Agency Collateralized Mortgage Obligation FNMA FNRM CL065CA R25F065 N/A 3136BWU38 2054-02-25 5 997665.04 969955.67 Agency Collateralized Mortgage Obligation FNMA FNRA RC001AF R25F001 N/A 3136BUD80 2055-02-25 5.5403 326008.23 315816.39 Agency Collateralized Mortgage Obligation FNMA FNRA CL026FC R24F026 N/A 3136BRWF0 2054-05-25 4.9403 482490.53 478555.41 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-106 F N/A 38385TZY0 2055-12-20 4.7678 30795971.91 30090971.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-079 GT N/A 38385PXG9 2056-04-20 4.5 3467434.22 3220438.48 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.8978 4418379.89 4199915.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-038 FJ N/A 38385L4F2 2056-02-20 4.4478 2292961.38 2217707.55 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-063 HF N/A 38385E2S2 2055-04-20 4.9678 509107.48 505689.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-051 FK N/A 38385DU95 2055-03-20 4.6978 402415.87 397919.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 FW N/A 38384YPP0 2054-10-20 4.6978 251592.44 247208.93 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-164 FH N/A 38384XRY1 2054-10-20 4.8478 9545670.30 9368852.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-134 FC N/A 38384VAQ0 2054-08-20 4.7078 194343.84 192747.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-064 FD N/A 38384MLB1 2054-04-20 4.7478 8161.76 8138.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-170 FA N/A 38384DR33 2053-11-20 4.8978 957756.13 962885.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-075 FA N/A 38383RJX6 2052-04-20 4 851870.97 752142.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-050 FH N/A 38383PLV1 2052-03-20 3.5 108798.28 92747.95 Agency Collateralized Mortgage Obligation FMAC FEPC 06.000 CLSD3637 N/A 3132E0BE1 2053-08-01 6 65.65 65.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3605 N/A 3132E0AE2 2053-08-01 5.5 1742185.00 1689493.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 1681.16 1618.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8402 N/A 3132DWKP7 2054-02-01 6 28.42 28.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 78.38 75.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8329 N/A 3132DWHE6 2053-06-01 5 10836.63 10173.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 44.68 40.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 38.64 37.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 44.16 37.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 110415.41 100606.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8236 N/A 3132DWEH2 2052-08-01 3.5 44.04 37.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 325687.69 306451.52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 59587.68 47056.39 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8227 N/A 3132DWD83 2052-07-01 4 472958.55 417220.02 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 1222.15 923.52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8178 N/A 3132DWCP6 2051-11-01 2.5 67697.37 53635.54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8353 N/A 3132DWH63 2053-07-01 4 223244.50 196495.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3784 N/A 3140QPF28 2052-06-01 4 1058293.93 935163.78 Agency Mortgage-Backed Securities GNMA GNII SF MA8428 M N/A 36179XLH7 2052-11-20 5 22862.58 21649.89 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0546 N/A 3140A9TC4 2054-02-01 7.5 12034.59 12712.70 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0716 N/A 3132DMYM1 2051-07-01 2 540115.82 416467.71 Agency Mortgage-Backed Securities GNMA GNII SF MA8100 M N/A 36179W7M4 2052-06-20 4 289248.31 257393.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX8165 N/A 3140NDCB1 2053-04-01 4.5 45.29 41.12 Agency Mortgage-Backed Securities GNMA GNII SF MA7987 M N/A 36179W2U1 2052-04-20 2.5 2197003.90 1768768.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4259 N/A 3140M5WV3 2053-11-01 6.5 38.62 39.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3251 N/A 3132DQTG1 2053-07-01 6 42364.87 42235.79 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 164.14 139.90 Agency Mortgage-Backed Securities GNMA GNII SF CB4292 C N/A 3617UPXV6 2051-03-20 4 92.51 80.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5740 N/A 3140XMLW4 2053-09-01 6.5 220999.12 224112.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS9992 N/A 3138WLC68 2047-07-01 4.5 10.68 9.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 40.35 37.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6652 N/A 3132DUL96 2054-11-01 3.5 213465.44 181648.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0387 N/A 3140Q7ND5 2047-09-01 4 5275.66 4734.33 Agency Mortgage-Backed Securities GNMA GNRA 2022-170 FA N/A 38381T3E3 2052-09-20 4.6478 980395.06 946308.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-11 FA N/A 38380UWP4 2048-01-20 4.3053 7.83 7.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-082 FA N/A 38385SES8 2056-05-20 4.6478 33980.64 33166.90 Agency Collateralized Mortgage Obligation FNMA FNRA CL073FA R24F073 N/A 3136BTBC6 2054-10-25 4.9403 341412.19 337370.95 Agency Collateralized Mortgage Obligation FNMA FNRA CL041FM R25F041 N/A 3136BV5P9 2055-06-25 5.5403 35.91 34.80 Agency Collateralized Mortgage Obligation FNMA FNRA CL089FD R26F089 N/A 3136G8CV4 2056-10-25 4.7262 2006113.83 1992776.02 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-07O FL N/A 38384LEM7 2075-02-20 4.3978 447132.10 448866.80 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 YF N/A 38381QPA3 2055-08-20 4.7478 15172.03 15004.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-102 FL N/A 38385G3L1 2055-06-20 4.7978 461340.46 457984.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-005 MJ N/A 38384HSF6 2054-01-20 5.5 661126.58 634047.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-186 FA N/A 38384XUV3 2054-11-20 5.2478 27.98 27.63 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-061 DY N/A 38384MFB8 2054-04-20 5.75 957436.33 927333.52 Agency Collateralized Mortgage Obligation FNMA FNRA RC006LF R25F006 N/A 3136BU3V0 2055-02-25 5.4903 370069.72 366473.22 Agency Collateralized Mortgage Obligation FNMA FNRA CL068FB R22F068 N/A 3136BPCC3 2052-10-25 4.5603 37.66 36.64 Agency Collateralized Mortgage Obligation FNMA FNMS 06.500 CLCB5655 N/A 3140QRH97 2053-02-01 6.5 871967.68 886112.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8936 N/A 3140MA4W1 2052-04-01 3.5 1764594.23 1526665.95 Agency Mortgage-Backed Securities GNMA GNII SF MA6600 M N/A 36179VKM1 2050-04-20 3.5 561379.17 484720.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB3354 N/A 3140ACWQ2 2054-06-01 5 55.28 51.55 Agency Mortgage-Backed Securities GNMA GNII SF MA9669 M N/A 36179YW67 2054-05-20 6 245015.04 243716.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8490 M N/A 36179XNF9 2052-12-20 5 41556.93 39707.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6258 N/A 3132DT5T3 2053-11-01 5 46.72 43.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3284 N/A 3140XJUJ0 2052-11-01 5.5 1134213.96 1101106.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3478 N/A 3140XJ2L6 2051-12-01 3 1582.30 1305.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW1421 N/A 3140MSSK2 2052-12-01 6 82.50 82.58 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2269 N/A 3132DPQW1 2052-01-01 3 44.99 37.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2859 N/A 3140QNE99 2052-02-01 2.5 95896.57 76623.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8255 N/A 3132DWE41 2052-10-01 3.5 2184.82 1860.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV7928 N/A 3140MMY28 2052-08-01 4.5 1758.48 1602.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4654 N/A 3132A5E35 2046-03-01 3 7.63 6.49 Agency Mortgage-Backed Securities GNMA GNII SF CV6268 C N/A 3618F26D2 2053-09-20 7 320.67 338.39 Agency Mortgage-Backed Securities GNMA GNII SF DA7708 C N/A 3618GXR57 2054-03-20 5 76414.22 71753.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 42.54 36.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5090 N/A 3140X8UQ8 2050-11-01 2.5 1220.40 971.54 Agency Mortgage-Backed Securities GNMA GNII SF MA4510 M N/A 36179TAK1 2047-06-20 3.5 27185.23 23667.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX0467 N/A 3140N4QV2 2052-12-01 4.5 637239.35 577724.38 Agency Mortgage-Backed Securities GNMA GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 2004575.72 1944720.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5493 N/A 3140XMC79 2052-07-01 2.5 53647.41 42475.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX4399 N/A 3140N83H9 2052-11-01 6 6010.13 6022.35 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 384862.00 342477.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5096 N/A 3140MWUW4 2053-01-01 6.5 52182.34 53583.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ5826 N/A 3133CWPK2 2054-10-01 5 146.11 136.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2330 N/A 3133CEST0 2053-10-01 5.5 453.37 442.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3686 N/A 31418DCY6 2049-06-01 3.5 4677.06 4036.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6404 N/A 3140QSDJ7 2053-06-01 5.5 3091892.23 3005157.09 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD7549 N/A 3132DVL60 2052-01-01 2 77299.56 59548.96 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7659 N/A 3140QTQM4 2053-12-01 7 1934335.80 2029350.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4127 N/A 3140QPSR9 2052-07-01 4.5 1378637.36 1255435.43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 5621.88 5116.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4552 N/A 3140QQBW4 2052-09-01 4.5 149.80 137.02 Agency Mortgage-Backed Securities GNMA GNII SF MA9490 M N/A 36179YRK2 2054-02-20 6.5 183232.13 186386.67 Agency Mortgage-Backed Securities GNMA GNII SF DA1869 C N/A 3618GRCE7 2054-03-20 5.5 55194.35 54102.96 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 44.34 33.40 Agency Mortgage-Backed Securities GNMA GNII SF BU3071 C N/A 3617N4MU5 2050-04-20 5 35.10 33.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8415 N/A 3133C9K44 2053-08-01 5.5 100067.08 97009.39 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQF1743 N/A 3133BN5C3 2052-10-01 4 3465.82 3088.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE5099 N/A 3133BEUY7 2052-07-01 4 32611.90 28803.72 Agency Mortgage-Backed Securities GNMA GNII SF MA8267 M N/A 36179XFG6 2052-09-20 4 406127.04 361884.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4684 N/A 3140BVF21 2055-11-01 5 4134.87 3885.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF8649 N/A 3140U0TF4 2055-12-01 6 8012.06 7966.07 Agency Mortgage-Backed Securities GNMA GNII SF MB0624 M N/A 3618N5VS5 2055-09-20 6 124.58 123.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6617 N/A 3140W7K74 2053-10-01 5 237469.84 224749.48 Agency Mortgage-Backed Securities GNMA GNII SF MA5651 M N/A 36179UH47 2048-12-20 4 1256627.82 1128228.38 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 324930.37 291700.46 Agency Mortgage-Backed Securities GNMA GNII SF MA5191 M N/A 36179TXU4 2048-05-20 3.5 17.79 15.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5192 N/A 3140W5XW9 2056-03-01 5.5 974069.85 939824.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4954 N/A 3140W5QG2 2056-05-01 5.5 919075.38 884587.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4760 N/A 3140W5JE5 2055-09-01 6.5 190.21 193.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4502 N/A 3140W5AC8 2051-10-01 3.5 1216825.81 1054301.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5358 N/A 3140W55U4 2055-09-01 4 1340513.05 1180076.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3728 N/A 3140W4EA1 2052-04-01 2.5 175134.53 139583.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2767 N/A 3140W3CD9 2055-09-01 6 2604035.66 2594357.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3485 N/A 3140W32T5 2055-09-01 5.5 864969.14 832641.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1079 N/A 3140W1FV0 2053-07-01 4.5 50.02 46.01 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2486 N/A 3140UVXQ7 2056-09-01 7 23375.37 24239.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI2475 N/A 3140UVXD6 2056-08-01 6.5 196129.83 198973.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI1249 N/A 3140UUL74 2056-08-01 5.5 659468.42 634444.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4101 N/A 3140UKRX3 2056-07-01 6 115.51 114.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3099 N/A 3140UJNR3 2056-07-01 5 168283.04 158140.24 Agency Mortgage-Backed Securities GNMA GNII SF DP3334 C N/A 3618MHV35 2056-03-20 6.5 57.94 59.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3358 N/A 3140W3WU9 2055-09-01 6.5 92.43 94.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6041 N/A 3140W6WB4 2056-01-01 6 668940.76 663141.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM8672 N/A 3140XCT65 2046-11-01 4 1215.95 1093.46 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD3219 N/A 3140B3SH6 2055-02-01 7 26943.26 28110.44 Agency Mortgage-Backed Securities GNMA GNII SF DP6470 C N/A 3618MMFK4 2056-01-20 6.5 56.83 58.29 Agency Mortgage-Backed Securities GNMA GNII SF MB0091 M N/A 3618N5C56 2054-12-20 5 471766.50 443325.00 Agency Mortgage-Backed Securities GNMA GNII SF MB1217 M N/A 3618N6K71 2056-06-20 5.5 1163890.98 1119030.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2500 N/A 3140U5X68 2056-08-01 5 42050.31 39413.41 Agency Mortgage-Backed Securities GNMA GNII SF DL8136 C N/A 3618LLBD7 2055-08-20 7 56.70 59.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9467 N/A 3140QVQV9 2049-11-01 5 17780.85 16757.11 Agency Mortgage-Backed Securities GNMA GNII SF DP8154 C N/A 3618MPBX3 2056-03-20 6.5 12138.04 12527.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9524 N/A 3140QVSN5 2054-11-01 6.5 310922.24 318230.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1818 N/A 3140W2AU5 2055-04-01 6 28427.81 28169.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB4868 N/A 3140AEMS5 2055-01-01 5.5 1221047.97 1186661.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ9988 N/A 3133D2CZ8 2054-12-01 6.5 228631.81 236094.61 Agency Mortgage-Backed Securities GNMA GNII SF DP7969 C N/A 3618MN2A8 2056-02-20 6.5 56.92 58.86 Agency Mortgage-Backed Securities GNMA GNII SF DP7747 C N/A 3618MNTC5 2056-01-20 6 56.84 57.37 Agency Mortgage-Backed Securities GNMA GNII SF DP0886 C N/A 3618ME6X4 2056-01-20 7.5 56.96 61.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6757 N/A 3140BKQK3 2055-06-01 6.5 45.22 45.97 Agency Mortgage-Backed Securities GNMA GNII SF MB0685 M N/A 3618N5XP9 2055-10-20 5 2074845.66 1938419.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5380 N/A 3140B56S1 2055-04-01 5.5 44.85 43.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5112 N/A 3140B5VE4 2055-04-01 6.5 15514.90 15806.32 Agency Mortgage-Backed Securities GNMA GNII SF DQ6961 C N/A 3618N0WW6 2056-03-20 6.5 56.92 58.18 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6706 N/A 3140Q2NY0 2036-04-01 4.46 359.56 331.49 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 2015956.97 1880895.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5315 N/A 3140U83Z1 2056-04-01 5.5 57.02 55.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3004 N/A 3140U6KS2 2056-03-01 4.5 624.68 564.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2528 N/A 3140U5Y26 2056-02-01 5.5 1103254.88 1060370.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1676 N/A 3140U42J7 2056-02-01 5.5 17249.12 16632.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1964 N/A 3130G1CA8 2056-08-01 5 57.21 53.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1783 N/A 3130G02R4 2056-08-01 5.5 85795.35 82333.47 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G N/A 3128MJ3J7 2048-02-01 3.5 6.67 5.75 Agency Mortgage-Backed Securities FMAC FMAR 842185 G N/A 31288RNA2 2050-06-01 6.074 16457.07 17139.26 Agency Mortgage-Backed Securities FMAC FMAR 841739 G N/A 31288Q4Y3 2054-01-01 4.257 51.61 48.87 Agency Mortgage-Backed Securities GNMA GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 168990.49 147506.63 Agency Mortgage-Backed Securities GNMA GNII SF MA3521 M N/A 36179R4E6 2046-03-20 3.5 11.50 10.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA5057 N/A 3142JTTP8 2056-02-01 6.5 11607.81 11953.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0109 N/A 3142J6DP5 2056-04-01 4.5 1047579.59 946619.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7045 N/A 3142GXZK6 2056-07-01 5.5 5324062.50 5125094.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6978 N/A 3142GXXG7 2056-07-01 5.5 644854.67 626706.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6899 N/A 3142GXUZ8 2056-06-01 5.5 2320134.52 2236402.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6850 N/A 3142GXTG2 2056-06-01 5.5 265281.83 255368.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6111 N/A 3142GWYH6 2056-02-01 5 49029.68 45720.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5575 N/A 3142GWFR5 2055-12-01 6 401263.49 399909.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4309 N/A 31427RYF1 2056-03-01 5 6942529.09 6471671.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3379 N/A 31427QXH0 2054-10-01 5.5 51.22 49.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7406 N/A 31427HGQ9 2055-11-01 6.5 7138.63 7252.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1812 N/A 31426YAN6 2055-09-01 6 50.24 49.58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6148 N/A 31418FZN0 2056-08-01 7 4838045.59 4988745.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5973 N/A 31418FT72 2056-02-01 6 448525.98 443322.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7458 N/A 3142GYJC0 2056-09-01 5.5 6586258.94 6319723.29 Agency Mortgage-Backed Securities GNMA GNII SF DF0795 C N/A 3618JH3C0 2055-08-20 7 170.02 177.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8732 N/A 3140BMV23 2055-09-01 6 323631.43 320265.77 Agency Mortgage-Backed Securities FMAC FMAR 1Q1919 G N/A 3128S6DY5 2038-06-01 6.006 1971.97 2050.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3005 N/A 3140Y9KT0 2056-07-01 5.5 13928317.84 13399244.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6432 N/A 3140W7EE6 2056-07-01 5 31233.48 29226.82 Agency Mortgage-Backed Securities GNMA GNII SF DJ4778 C N/A 3618KRJX3 2055-04-20 7 1450913.39 1531478.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA0455 N/A 3140W0QH1 2054-05-01 6.5 852173.69 872537.32 Agency Mortgage-Backed Securities GNMA GNII SF DQ5945 C N/A 3618MYTA5 2056-02-20 7 59.33 61.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7454 N/A 31426SH85 2055-07-01 5.5 199741.27 192491.37 Agency Mortgage-Backed Securities GNMA GNII SF MB0146 M N/A 3618N5EU9 2055-01-20 5 1029287.69 966725.30 Agency Mortgage-Backed Securities GNMA GNII SF DJ4785 C N/A 3618KRJ62 2055-04-20 7.5 53365.05 57137.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6736 N/A 3140UAPW9 2056-04-01 5.5 4489.75 4323.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0288 N/A 3140Y6KA7 2055-04-01 6.5 1017282.31 1040589.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6689 N/A 3140UNNF0 2056-10-01 6 57.29 57.10 Agency Mortgage-Backed Securities GNMA GNII SF DP3311 C N/A 3618MHVC5 2056-02-20 6.5 293.88 300.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3295 N/A 3140BTUV5 2055-11-01 5.5 156.06 150.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL5658 N/A 31427TJC1 2052-06-01 4 431032.04 390707.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1586 N/A 31427NXQ7 2053-05-01 6 1269965.14 1265801.34 Agency Mortgage-Backed Securities GNMA GNII SF DP3330 C N/A 3618MHVX9 2056-03-20 6.5 29443.25 30113.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC1732 N/A 3130G0Y65 2056-08-01 5 22488.06 21210.96 Agency Mortgage-Backed Securities GNMA GNII SF MB0621 M N/A 3618N5VP1 2055-09-20 4.5 1083526.35 977865.19 Agency Mortgage-Backed Securities GNMA GNII SF DP6648 C N/A 3618MML50 2056-02-20 6.5 109.62 112.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2169 N/A 3140Y8MT0 2056-03-01 5.5 441531.49 423782.17 Agency Mortgage-Backed Securities GNMA GNII SF DP8126 C N/A 3618MPA30 2056-03-20 6.5 34659.19 35943.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC2066 N/A 3130G1FG2 2056-08-01 5 13547.01 12697.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5921 N/A 31418FSK4 2045-12-01 5.5 791784.76 769939.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0289 N/A 3140U3KB6 2056-01-01 6 49.63 49.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9099 N/A 3140U1DD4 2055-12-01 6.5 56502.65 57808.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 201.95 184.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 3574.88 3454.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8508 N/A 3140QUN28 2054-05-01 6.5 167930.12 170334.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8315 N/A 3140QUGZ3 2054-04-01 5 32549.73 30450.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8140 N/A 3140QUBJ4 2054-03-01 5.5 1987.61 1924.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6536 N/A 3140QSHN4 2053-06-01 6 2608561.63 2612830.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6514 N/A 3140QSGY1 2053-06-01 5 1980648.66 1877787.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6461 N/A 3140QSFB2 2053-06-01 5.5 302251.95 292876.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6304 N/A 3140QSAE1 2053-05-01 4.5 53817.07 49158.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5542 N/A 3140QREQ2 2053-01-01 5.5 5344.27 5180.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5405 N/A 3140QRAF0 2052-10-01 4.5 9148.52 8335.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 6426.84 5874.01 Agency Mortgage-Backed Securities GNMA GNII SF DP3329 C N/A 3618MHVW1 2056-03-20 6.5 57.09 58.71 Agency Mortgage-Backed Securities GNMA GNII SF DP3312 C N/A 3618MHVD3 2056-02-20 6.5 1709.06 1746.86 Agency Mortgage-Backed Securities GNMA GNII SF DP3310 C N/A 3618MHVB7 2056-02-20 6.5 398.18 407.24 Agency Mortgage-Backed Securities GNMA GNII SF DP3309 C N/A 3618MHVA9 2056-02-20 6.5 2248.40 2300.96 Agency Mortgage-Backed Securities GNMA GNII SF DP0884 C N/A 3618ME6V8 2056-01-20 7 737.51 779.45 Agency Mortgage-Backed Securities GNMA GNII SF DN7332 C N/A 3618MAED7 2055-11-20 6.5 5306.50 5399.65 Agency Mortgage-Backed Securities GNMA GNII SF DN6115 C N/A 3618M8YL2 2055-11-20 7.5 7173.05 7680.12 Agency Mortgage-Backed Securities GNMA GNII SF DN1971 C N/A 3618M4FL2 2056-01-20 7 56.88 60.74 Agency Mortgage-Backed Securities GNMA GNII SF DJ4772 C N/A 3618KRJR6 2055-03-20 7 737.17 778.74 Agency Mortgage-Backed Securities GNMA GNII SF DJ4771 C N/A 3618KRJQ8 2055-04-20 7 1142.75 1207.23 Agency Mortgage-Backed Securities GNMA GNII SF DJ4784 C N/A 3618KRJ54 2055-03-20 7.5 42.27 45.28 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HNTK4 2032-09-25 4.36 2291.67 2176.61 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HA4L7 2031-01-25 4.66 34375.00 33778.42 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H8BK6 2055-06-25 3 28645.83 25324.91 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H74Q3 2029-04-25 2.12 22916.67 21232.29 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES Q- N/A 3137H2NU4 2051-05-25 1.4719 145880.15 138424.47 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FTZQ3 2030-04-25 1.477 1489.58 1314.69 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FQ3A9 2029-09-25 2.673 1718.75 1599.57 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FMTS1 2031-05-25 2.988 973.96 888.29 Agency Mortgage-Backed Securities FMAC FRETE 2021-ML08 TR N/A 30318LAB3 2037-07-25 1.877 26362.43 19927.12 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H8TZ4 2032-08-25 3.123 16328.13 14553.27 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137HBP73 2033-12-25 5.15 68750.00 67538.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6013 N/A 3142GWVF3 2056-03-01 5 56.75 52.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1619 N/A 3130G0VM3 2056-08-01 5.5 541708.33 520544.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6469 N/A 3140W7FK1 2052-06-01 4 583223.85 521849.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3756 N/A 3140W4E60 2055-03-01 5.5 83533.24 80722.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2046 N/A 3142JQHY8 2055-12-01 5.5 482.02 463.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3582 N/A 3140W36U8 2055-11-01 6 3360.83 3372.47 Agency Mortgage-Backed Securities GNMA GNII SF MB0813 M N/A 3618N53X5 2055-12-20 5 186656.05 174255.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5864 N/A 31427TQS8 2056-07-01 5.5 54717.46 52927.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA5867 N/A 3140W6QV7 2052-02-01 2 34572.11 26167.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5841 N/A 3140U9P36 2056-04-01 5 117.15 109.34 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM8040 N/A 3140JC5A8 2049-11-01 6.091 2327.46 2437.29 Agency Mortgage-Backed Securities GNMA GNII SF DP1322 C N/A 3618MFPF9 2056-03-20 6.5 675.71 696.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7461 N/A 3142GYJF3 2056-09-01 5.5 122731.40 117922.24 Agency Mortgage-Backed Securities GNMA GNII SF DP5376 C N/A 3618MK6M4 2056-07-20 6 174974.40 177462.59 Agency Mortgage-Backed Securities GNMA GNII SF DH7030 C N/A 3618KFY38 2055-01-20 7 329.12 354.17 Agency Mortgage-Backed Securities GNMA GNII SF DG1265 C N/A 3618JWMN2 2055-04-20 6.5 114110.68 118151.69 Agency Mortgage-Backed Securities GNMA GNII SF DG1234 C N/A 3618JWLP8 2055-01-20 6.5 56.29 58.22 Agency Mortgage-Backed Securities GNMA GNII SF DG1232 C N/A 3618JWLM5 2055-01-20 6.5 78709.34 81213.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5020 N/A 3140QQSJ5 2052-10-01 5.5 353839.29 343862.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4970 N/A 3140QQQY4 2052-10-01 5.5 41.29 40.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3615 N/A 3140QPAR8 2052-05-01 4 1992418.99 1760107.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4424 N/A 3140QP4J3 2052-07-01 5.5 4970.72 4873.29 Agency Mortgage-Backed Securities GNMA GNII SF DA9885 C N/A 3618H06W2 2054-04-20 7.5 785.86 841.47 Agency Mortgage-Backed Securities GNMA GNII SF DA8159 C N/A 3618GYB45 2054-03-20 5 181110.96 171141.67 Agency Mortgage-Backed Securities GNMA GNII SF DA5635 C N/A 3618GVHL7 2054-03-20 5 8397.48 7885.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA5768 N/A 31418FMS3 2045-07-01 6 415971.17 413235.47 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5703 N/A 31418FKR7 2055-05-01 7 993706.38 1024281.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5497 N/A 31418FDB0 2054-10-01 5.5 21447.44 20692.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5165 N/A 31418EW30 2053-10-01 5.5 19668.85 18972.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 84083.10 79433.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 23990.43 21833.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4055 N/A 31418DQH8 2050-06-01 2.5 5762055.13 4588519.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3443 N/A 31418CZH0 2048-08-01 4 815756.53 729471.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAC8454 N/A 31417VMC4 2040-01-01 5.5 9848.24 9651.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3339 N/A 3140Y9V92 2056-09-01 6.5 5871899.20 5999055.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3179 N/A 3140Y9Q98 2056-08-01 5.5 3256276.59 3140761.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTCC1744 N/A 3140Y75E4 2045-12-01 5.5 387670.19 379732.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0245 N/A 3140Y6HX1 2055-04-01 5.5 375375.21 363225.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0854 N/A 3140Y65Q9 2055-08-01 5.5 4154.55 4013.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4332 N/A 31427RY61 2055-09-01 6.5 112430.25 114153.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7188 N/A 3142GX7A9 2056-08-01 5.5 5065326.50 4860482.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3534 N/A 3140N74U1 2056-04-01 5.5 182.20 175.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8928 N/A 3140XQ4N4 2054-09-01 6 2137966.56 2123129.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8086 N/A 3140XP6Y0 2054-06-01 6.5 159430.72 162720.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6778 N/A 3140XNQ80 2054-01-01 6.5 15473.92 15676.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5470 N/A 3140XMCG9 2053-07-01 5.5 42.77 41.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3853 N/A 3140XKH78 2052-05-01 3.5 17574.66 15000.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3642 N/A 3140XKBL3 2052-11-01 5 100650.83 94632.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3349 N/A 3140QNWK4 2052-04-01 2.5 1216731.90 961381.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3265 N/A 3140QNTX0 2052-04-01 3 40.49 33.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3122 N/A 3140QNPG1 2052-03-01 3 106238.23 87648.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3113 N/A 3140QNN73 2052-03-01 3 573000.02 481139.33 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2364 N/A 3140QMTW4 2051-12-01 2 267.43 201.26 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0381 N/A 3140QKM70 2051-05-01 2 87.71 65.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9291 N/A 3140QHKD6 2051-02-01 2.5 81520.56 63819.99 Agency Mortgage-Backed Securities GNMA GNII SF DA2499 C N/A 3618GRX46 2054-03-20 5.5 40.29 39.10 Agency Mortgage-Backed Securities GNMA GNII SF CZ3119 C N/A 3618GEPC6 2053-12-20 7.5 227.55 248.61 Agency Mortgage-Backed Securities GNMA GNII SF CZ2469 C N/A 3618GDW63 2054-01-20 7.5 1831.86 1992.63 Agency Mortgage-Backed Securities GNMA GNII SF CX5121 C N/A 3618FRVN7 2054-03-20 5 19235.76 18062.50 Agency Mortgage-Backed Securities GNMA GNII SF CV0800 C N/A 3618BV3H6 2053-10-20 7.5 43.64 46.59 Agency Mortgage-Backed Securities GNMA GNII SF CT6580 C N/A 3618BCJZ1 2054-09-20 7.5 1316.86 1433.20 Agency Mortgage-Backed Securities GNMA GNII SF CQ3399 C N/A 3618A5X40 2053-07-20 7.5 42.55 45.33 Agency Mortgage-Backed Securities GNMA GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 2387344.56 2246903.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9199 N/A 3140QHGH2 2051-02-01 2.5 531254.61 423305.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7755 N/A 3140QFTM1 2050-10-01 3 52.22 43.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5383 N/A 3140QC6V3 2050-03-01 4.5 9634.14 8876.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCA2822 N/A 3140QAD49 2048-12-01 5.5 68017.79 66481.71 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7447 N/A 3140Q3HZ2 2031-07-01 4.24 8235.96 7868.28 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6628 N/A 3140Q2LJ5 2033-04-01 3.98 58.67 54.08 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2471 N/A 3140NWW92 2034-12-01 4.69 115.16 109.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9879 N/A 3140NS6R0 2053-11-01 6.5 90416.59 93701.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY6916 N/A 3140NPVJ6 2053-08-01 5.5 1638.27 1583.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4070 N/A 3140NLQY8 2053-06-01 5 20807.98 19764.00 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX4359 N/A 3140N8ZZ4 2053-04-01 7 572.94 617.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW6230 N/A 3140MX4Q4 2052-09-01 4 66127.35 58270.91 Agency Mortgage-Backed Securities GNMA GNII SF MA9904 M N/A 36180AAD5 2054-09-20 4.5 1282945.16 1166047.05 Agency Mortgage-Backed Securities GNMA GNII SF BU8834 C N/A 3617NAY79 2050-05-20 4 129357.92 114067.20 Agency Mortgage-Backed Securities GNMA GNII SF BT3675 C N/A 3617MSCL4 2050-04-20 4 15.92 13.87 Agency Mortgage-Backed Securities GNMA GNII SF MA9726 M N/A 36179YYX6 2054-06-20 6 386970.75 384808.10 Agency Mortgage-Backed Securities GNMA GNII SF MA9670 M N/A 36179YW75 2054-05-20 6.5 20.63 20.97 Agency Mortgage-Backed Securities GNMA GNII SF MA9606 M N/A 36179YU77 2054-04-20 6 395.37 393.56 Agency Mortgage-Backed Securities GNMA GNII SF MA9603 M N/A 36179YU44 2054-04-20 4.5 1214786.25 1104453.29 Agency Mortgage-Backed Securities GNMA GNII SF MA9488 M N/A 36179YRH9 2054-02-20 5.5 692774.62 670793.26 Agency Mortgage-Backed Securities GNMA GNII SF MA9423 M N/A 36179YPG3 2054-01-20 5.5 574602.11 558473.35 Agency Mortgage-Backed Securities GNMA GNII SF MA9362 M N/A 36179YMK7 2053-12-20 5.5 1966902.58 1907109.84 Agency Mortgage-Backed Securities GNMA GNII SF MA9242 M N/A 36179YHT4 2053-10-20 6 703141.96 701250.03 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 53.61 53.58 Agency Mortgage-Backed Securities GNMA GNII SF MA8727 M N/A 36179XVU7 2053-03-20 6 1782752.75 1784074.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2914 N/A 3140XJGY3 2052-09-01 4.5 115614.82 105806.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0751 N/A 3140XFZR5 2052-03-01 3 65484.89 54174.58 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0462 N/A 3140XFQQ7 2052-01-01 2 41.78 32.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0898 N/A 3140XF7L9 2052-02-01 3 5877054.70 4889255.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9033 N/A 3140XDBB1 2051-10-01 2.5 2182439.15 1742788.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8692 N/A 3140XCUS5 2051-09-01 2.5 1478152.91 1157171.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 40016.46 33463.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2674 N/A 3140X56L2 2050-03-01 4 413.78 369.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1727 N/A 3140X44M5 2049-09-01 5 22455.49 21285.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6513 N/A 3140W7GX2 2048-09-01 5 16117.21 15601.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6473 N/A 3140W7FP0 2052-06-01 3.5 958099.70 829416.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6466 N/A 3140W7FG0 2054-04-01 4 6306.64 5624.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6308 N/A 3140W7AJ9 2056-04-01 6.5 39236.48 40009.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6324 N/A 3140W7A26 2056-05-01 6.5 12169221.59 12340273.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6012 N/A 3140W6VE9 2052-04-01 2.5 536880.41 428815.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5871 N/A 3140W6QZ8 2052-04-01 2.5 55.60 44.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5704 N/A 3140W6KS0 2056-04-01 6 1472669.49 1461043.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6256 N/A 3140W65S7 2056-06-01 5 71735.09 67072.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5193 N/A 3140W5XX7 2056-03-01 5.5 1696351.25 1639621.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV1666 N/A 3140MEZ82 2055-05-01 4.5 108.98 100.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8850 N/A 3140MAZQ0 2052-05-01 3 630461.89 518117.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5628 N/A 3140M7HE4 2055-02-01 4.5 298.88 271.98 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9867 N/A 3140LL6D8 2030-11-01 5.3 42987.20 43062.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP6626 N/A 3140KELG1 2050-08-01 2 68.75 52.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN6639 N/A 3140JPLV5 2049-05-01 5 92439.12 88039.92 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7416 N/A 3140JCG24 2054-02-01 4.752 42.33 41.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM4681 N/A 3140J9FX4 2044-05-01 5.5 302698.74 302623.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBM1505 N/A 3140J5U72 2040-09-01 6.5 52452.42 53471.11 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL5691 N/A 3140HXKD1 2027-03-01 1.77 120.48 118.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0846 N/A 3140FX5G3 2064-09-01 4 131.31 113.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD9522 N/A 3140FHSL2 2046-10-01 3 452941.58 384557.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7948 N/A 3140BYZN7 2056-05-01 5.5 56.92 54.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6802 N/A 3140BXRY4 2056-01-01 5.5 2140833.92 2067061.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2760 N/A 3140BTB61 2056-03-01 5 58.03 54.66 Agency Mortgage-Backed Securities GNMA GNII SF MA8726 M N/A 36179XVT0 2053-03-20 5.5 117988.70 114659.13 Agency Mortgage-Backed Securities GNMA GNII SF MA8571 M N/A 36179XQY5 2053-01-20 6 57273.55 57089.89 Agency Mortgage-Backed Securities GNMA GNII SF MA8569 M N/A 36179XQW9 2053-01-20 5 38.05 36.35 Agency Mortgage-Backed Securities GNMA GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 202064.25 196515.07 Agency Mortgage-Backed Securities GNMA GNII SF MA8268 M N/A 36179XFH4 2052-09-20 4.5 233784.07 215274.22 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M N/A 36179XDF0 2052-08-20 5 54599.04 51883.44 Agency Mortgage-Backed Securities GNMA GNII SF MA8200 M N/A 36179XDD5 2052-08-20 4 6041.86 5365.85 Agency Mortgage-Backed Securities GNMA GNII SF MA8151 M N/A 36179XBU9 2052-07-20 4.5 82107.41 75681.68 Agency Mortgage-Backed Securities GNMA GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 1702900.75 1656293.30 Agency Mortgage-Backed Securities GNMA GNII SF MA7826 M N/A 36179WVT2 2052-01-20 2 6017843.27 4643855.98 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 3263080.71 2631184.77 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 74710.76 60165.61 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M N/A 36179W5E4 2052-05-20 4 867700.44 773478.78 Agency Mortgage-Backed Securities GNMA GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 315862.67 272115.51 Agency Mortgage-Backed Securities GNMA GNII SF MA7990 M N/A 36179W2X5 2052-04-20 4 38529.23 34429.03 Agency Mortgage-Backed Securities GNMA GNII SF MA6656 M N/A 36179VMD9 2050-05-20 3 56.32 47.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2198 N/A 3140BSNQ6 2055-11-01 6 56.78 56.54 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE9921 N/A 3140BPAX1 2055-11-01 7 273.36 286.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9751 N/A 3140BNZR2 2055-10-01 5.5 5433.64 5233.37 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0394 275000000.00 275000000.00 .0016 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.880%, 10/1/2026 3.880 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 108835600.00 104431567.45 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 64345080.00 61798953.93 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 268643823.55 247262524.42 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 18220000.00 17205164.82 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 61159600.00 57509676.17 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 26627600.00 25396073.50 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 39958720.00 38781935.70 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 11004120.00 9729463.26 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 124142520.00 105768651.15 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 71680.00 46156.96 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 15832812.94 10124911.72 U.S. Treasuries (including strips) USTR 3 3/8 TRIB 32 N/A 912810FQ6 2032-04-15 3.375 11028581.38 11569442.90 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 80000000.00 75648834.78 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 89834760.00 85816451.18 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 22232800.00 21413048.87 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 54991327.60 50016753.83 U.S. Treasuries (including strips) USTR 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 90728400.00 87445544.06 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 5759640.00 5415616.70 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 5709181.56 4729193.41 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0393 1000000000.00 1000000000.00 .0056 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.880%, 10/1/2026 3.880 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 21332096.34 21431333.26 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 316.38 222.30 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 76609547.72 77154963.99 U.S. Treasuries (including strips) USTR BILL 01/19/27 N/A 912797WQ6 2027-01-19 0 35.68 35.23 U.S. Treasuries (including strips) USTR BILL 12/22/26 N/A 912797WG8 2026-12-22 0 71.36 70.70 U.S. Treasuries (including strips) USTR BILL 09/02/27 N/A 912797WA1 2027-09-02 0 2273434.43 2182156.04 U.S. Treasuries (including strips) USTR BILL 01/28/27 N/A 912797VU8 2027-01-28 0 2362497.77 2330296.92 U.S. Treasuries (including strips) USTR BILL 10/20/26 N/A 912797VM6 2026-10-20 0 356.82 356.06 U.S. Treasuries (including strips) USTR BILL 02/18/27 N/A 912797TV9 2027-02-18 0 23318037.47 22939585.72 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 1326815.34 1321753.33 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 35.68 35.65 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 35.68 35.65 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 36.67 33.75 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 35.68 34.07 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 35.68 33.64 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 11667511.15 11713772.83 U.S. Treasuries (including strips) USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 112.29 109.07 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 107.05 102.53 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 113.27 107.75 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 679643.18 683855.36 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 53523639.61 53644210.33 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 35.68 33.99 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 271.33 253.78 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 35.68 34.87 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 71.36 70.96 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 119.17 117.19 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 35.68 34.68 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 34606101.69 34576253.93 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 10347796.61 10239956.26 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 4297520.07 4306301.73 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 105669979.59 92428532.45 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 87538412.13 84611005.36 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 1668331.85 1634602.85 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 163782.34 162993.32 U.S. Treasuries (including strips) USTR BILL 03/04/27 N/A 912797WD5 2027-03-04 0 35.68 35.04 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 71.36 66.58 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 35.68 35.20 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 80.45 80.48 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 71.36 66.02 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 285.46 263.29 U.S. Treasuries (including strips) USTR 4 3/4 NOTE BH 28 N/A 91282CRP8 2028-09-30 4.75 58468867.08 58315678.65 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 85201980.45 76114315.45 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 48814272.97 33318401.68 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 20552399.64 20740385.59 U.S. Treasuries (including strips) USTR 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 2163818.02 2140805.34 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 35.68 35.30 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 71.36 59.89 U.S. Treasuries (including strips) USTR 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 17841284.57 17921643.75 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 56124888.49 57086251.71 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 23228902.77 23257025.22 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 64674255.13 63525074.46 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 42544157.00 42304450.06 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-01 2026-10-01 2026-10-01 N N N .0393 800000000.00 800000000.00 .0045 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.860%, 10/7/2026 3.860 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 82897425.00 82132234.20 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 55587800.00 54919148.25 U.S. Treasuries (including strips) USTR TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 4.2561 25.00 25.19 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 31 N/A 91282CQK0 2031-04-30 3.875 780975.00 756031.23 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 89225.00 85007.34 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 5221325.00 5085652.48 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 4000100.00 3852581.64 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 23489600.00 22384746.55 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 4314875.00 4302760.99 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 91725.00 92811.12 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 20370650.00 19770734.36 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 12972075.00 12664053.08 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 50.00 49.72 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 27043350.00 25179677.82 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 8777325.00 8218891.50 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 2749975.00 2633180.81 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 3452400.00 3434747.88 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 7589300.00 7020406.07 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 5876000.00 5680021.51 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 5083850.00 5091826.26 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 1883450.00 1844035.67 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 242370650.00 239888406.30 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 5500425.00 5345764.60 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-10-07 2026-10-07 2026-10-07 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0391 500000000.00 500000000.00 .0028 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.900%, 10/29/2026 3.900 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 134800.00 133178.53 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 9133.33 8771.93 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 66.67 66.61 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 533.33 518.50 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 13230103.12 12177122.31 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 77600.00 74101.99 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 3470866.67 3210690.50 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 66.67 66.72 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 9310266.67 9205578.89 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 20333.33 19734.52 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 545750.07 535216.56 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 776666.67 714140.15 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 36927479.39 34757740.11 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 600.00 579.49 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 5666.67 5578.81 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 376933.33 384982.18 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 8600.00 8340.63 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 382813.01 376440.97 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 11737133.33 11406086.51 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 5788600.00 5672299.31 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 163400.00 160117.07 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 83373215.08 74480606.67 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 11396666.67 9709888.77 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 44922235.81 39293055.10 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 8508266.67 7959185.68 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 9873600.00 9245418.98 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 31408.45 28932.26 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 112026.74 110681.49 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 2747573.33 2274437.77 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 66200.00 58444.51 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 1455969.62 1206050.62 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 133.33 120.39 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 2778933.33 2385533.63 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 78424066.67 63704065.41 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 133.33 123.20 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 43396433.41 29597452.49 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 66.67 42.35 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 66.67 34.27 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 66.67 38.16 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 1749681.99 818862.11 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 47640866.67 21029190.69 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 817217.54 409967.39 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 11176066.67 5896213.37 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 3052719.27 1938537.79 U.S. Treasuries (including strips) USTR 1 TRIB 46 N/A 912810RR1 2046-02-15 1 93.95 63.07 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 30613187.92 19898801.75 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 66.67 47.29 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 266.67 188.44 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 66.67 50.29 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 1593800.00 1405635.97 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 3333200.00 3218754.58 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 710266.67 712614.10 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 4421133.33 4385885.85 U.S. Treasuries (including strips) USTR 1 TRIB 48 N/A 912810SB5 2048-02-15 1 180.55 116.53 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 4549400.00 4545476.14 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 600.00 518.95 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 66707227.70 65918266.01 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 267000.00 185492.57 U.S. Treasuries (including strips) USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 13657719.60 13266562.73 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 5918108.99 5630046.99 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 724127.58 677270.51 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 66.67 52.20 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 8533707.69 8103275.45 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 66133.33 60607.48 U.S. Treasuries (including strips) USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 1354.15 1416.75 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 4960798.67 4512039.56 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 7162466.67 6069631.83 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 23054705.56 14743233.53 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 266.67 241.64 U.S. Treasuries (including strips) USTR 1 3/4 TRIB 28 N/A 912810PV4 2028-01-15 1.75 780808.28 774274.23 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 8291066.67 7416296.95 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 733.33 493.61 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 400.00 393.43 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 431.83 429.90 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 33800.00 26092.20 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-07 2026-10-07 2026-10-29 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0395 500000000.00 500000000.00 .0028 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.900%, 10/20/2026 3.900 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 200162634.10 197759010.47 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 1207029.60 1162515.95 U.S. Treasuries (including strips) USTR BILL 11/12/26 N/A 912797UY1 2026-11-12 0 1126936.80 1121606.39 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 15605643.01 12277993.23 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 2579859.98 1638262.68 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 147707.01 74099.07 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 114696.00 103562.89 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 64.80 52.64 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 583.20 376.62 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 3280316.43 2904609.49 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 16200.00 16234.53 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 458654.40 436130.08 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 90290480.46 82122707.91 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 35816466.76 31328324.96 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-07 2026-10-07 2026-10-20 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0395 324000000.00 324000000.00 .0018 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.900%, 10/19/2026 3.900 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 26199485.00 13822193.30 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 13476385.00 11897592.80 U.S. Treasuries (including strips) USTR 5 NOTE AD 31 N/A 91282CRN3 2031-09-30 5 296951720.00 296132133.25 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 70714020.00 70658936.08 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 32500000.00 30643843.75 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 1414400.00 1323287.89 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 515060.00 499751.13 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 46994480.00 45610492.56 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 124337525.00 120150352.37 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 1495065.00 1437855.03 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 18609500.00 15813073.70 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 12151295.00 10154730.90 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 73.02 49.80 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 28046980.00 16053060.63 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 35343295.00 24287523.55 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 7733440.00 4610804.53 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 130.00 132.33 U.S. Treasuries (including strips) USTR BILL 11/03/26 N/A 912797VP9 2026-11-03 0 1430.00 1424.71 U.S. Treasuries (including strips) USTR 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 953680.00 908242.66 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 130.00 128.67 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-07 2026-10-07 2026-10-19 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0395 650000000.00 650000000.00 .0037 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.900%, 10/19/2026 3.900 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 3/8 NOTE AB 31 N/A 91282CRA1 2031-07-31 4.375 9311340.00 9103902.32 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 9939000.00 9805419.84 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 18449240.00 17066284.97 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 1600.00 1552.44 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 241420.00 240189.24 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 600.00 530.50 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 3900360.00 3709676.55 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 9467080.00 8498159.86 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 200.00 172.98 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 15024740.00 6632081.75 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 215708.03 108212.63 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 240.00 126.62 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 8321160.00 6019188.06 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 6155540.00 4682902.46 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 31999980.00 31874540.08 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 20.00 16.94 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 34293200.00 31532383.07 U.S. Treasuries (including strips) USTR 1 TRIB 48 N/A 912810SB5 2048-02-15 1 1916404.79 1236828.49 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 740100.00 706220.94 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 18199400.00 16965824.06 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 196400.00 186642.11 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 5085000.00 4861205.76 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-07 2026-10-07 2026-10-19 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0395 150000000.00 150000000.00 .0008 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.900%, 10/1/2026 3.900 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2026-026 A N/A 38385NJW5 2051-10-20 4.5 56739880.67 54216998.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-005 PF N/A 38385LAY4 2056-01-20 4.6978 13650462.87 13441268.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-205 FP N/A 38385K4F4 2055-11-20 4.6978 96468.20 94986.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-061 FE N/A 38385FYK1 2055-04-20 4.6978 1137672.23 1124852.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-070 FG N/A 38385FRF0 2055-04-20 4.6978 21070.18 20833.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-167 F N/A 38384YZC8 2054-10-20 4.7478 20034892.21 19589272.97 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-198 FC N/A 38384Y4M0 2054-12-20 5.0778 552.94 543.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-113 FG N/A 38384QQZ4 2054-07-20 4.9478 528286.82 525024.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-119 FB N/A 38383UAU4 2052-07-20 4.7478 17756.27 16614.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-221 FA N/A 38383FRT2 2051-12-20 3.5 12896365.30 10863681.76 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-160 DF N/A 38383AZV9 2051-09-20 3.5 56453198.53 47894285.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-191 FA N/A 38382MHD4 2048-10-20 4.3053 9040337.22 8786583.12 Agency Collateralized Mortgage Obligation FNMA FNRA CL100FA R25F100 N/A 3136BX4N1 2055-12-25 4.9403 1696770.37 1661369.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-194 F N/A 38383DCX4 2051-11-20 3.9478 32176290.88 28028947.79 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 KF N/A 38383VAQ1 2053-01-20 4.3978 13748150.51 13516860.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-063 KF N/A 38385RXB6 2056-04-20 4.8178 100089747.12 98098790.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-006 FE N/A 38383GJV4 2052-01-20 3.5 39041823.68 33209608.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-046 BF N/A 38385PDL0 2056-03-20 4.6478 98097341.33 91212385.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-060 FA N/A 38383XSX3 2053-04-20 4.5478 250355.11 244143.87 Agency Collateralized Mortgage Obligation FMAC FERA 5565MF 05/25/55 N/A 3137HMNH9 2055-05-25 5.2903 7708492.47 7506751.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-001 AF N/A 38385K6E5 2056-01-20 4.7478 34156164.88 33495135.22 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-183 AG N/A 38379RAL7 2057-09-16 9.7398 1036.66 1273.42 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 450000000.00 450000000.00 .0025 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.890%, 12/18/2026 3.890 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 9719870.40 9242531.79 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 1102917.71 1038113.83 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 817646.40 813478.04 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 15422335.20 13635896.71 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 25909113.60 24260716.51 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 187024950.00 168079238.20 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 64.80 55.05 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 148003.20 147002.17 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 26422132.16 13254992.88 U.S. Treasuries (including strips) USTR 1 TRIB 48 N/A 912810SB5 2048-02-15 1 350.99 226.52 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 128824097.47 87861255.08 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 13121092.80 12182219.56 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-07 2026-12-18 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0394 324000000.00 324000000.00 .0018 N N Y N ING Financial Markets LLC ING Financial Markets LLC, REPO, 3.900%, 10/1/2026 3.900 963FWZ000 KBVRJ5K57JZ3E2AVWX40 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLBY5013 N/A 3140NMSB4 2053-07-01 5.5 2112892.24 2050915.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6426 N/A 3140NBD81 2053-02-01 5.5 6881728.59 6623330.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBQ3099 N/A 3140KNNR5 2050-10-01 3 2828692.91 2357836.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5134 N/A 3140J9V40 2048-11-01 4 6308386.37 5649584.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1926 N/A 3140J6D87 2047-09-01 4 510.52 458.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK6101 N/A 3140HKX78 2048-06-01 4 883181.61 791244.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK4285 N/A 3140HHXP5 2048-09-01 4.5 1008829.48 935933.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0126 N/A 3140FXD82 2056-07-01 3.5 33720107.30 28397234.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAU7493 N/A 3138X7KF9 2043-09-01 4.5 1912077.79 1772268.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT4902 N/A 3138WSNU8 2043-05-01 3.5 1907618.25 1702567.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK5709 N/A 3138EAKX4 2042-03-01 3.5 2643144.27 2374401.10 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS544876 N/A 31385HJV5 2036-04-01 5.435 2.51 2.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9177 N/A 3133D1FS3 2054-10-01 5 2922694.96 2732768.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH8503 N/A 3133CMNU4 2054-01-01 6.5 3173634.17 3253241.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG7983 N/A 3133C82Q7 2053-08-01 6.5 1214350.07 1250303.46 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q57396 G N/A 3132Y1GE2 2048-07-01 4 2996068.16 2686580.97 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V83231 G N/A 3132L8SU2 2047-06-01 4 229.40 206.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5877 N/A 3132DTQ60 2054-07-01 5.5 3915837.69 3819424.11 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA1206 N/A 31329JKT3 2042-06-01 4 1359281.20 1251801.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM7842 N/A 3131Y2WB0 2048-08-01 4 247624.41 221151.43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM6617 N/A 3131Y1K66 2048-05-01 4.5 2240099.50 2060582.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7101 N/A 3131Y13J7 2048-07-01 4.5 2072245.56 1909576.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM6130 N/A 3131Y0Y30 2048-04-01 4.5 1297624.89 1191278.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL7512 N/A 3131XPKZ0 2043-12-01 4 1394295.50 1274012.72 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A89952 G N/A 312937BV6 2039-11-01 5.5 787151.62 778258.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4560 N/A 3142K6B67 2056-06-01 5 3583182.23 3334845.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA7004 N/A 3142JVYA0 2056-03-01 4.5 9330334.85 8431189.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6951 N/A 3142GXWM5 2056-06-01 4.5 2259642.06 2043037.29 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAE0732 N/A 31419AY68 2040-12-01 6.336 1331648.57 1390162.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 16013346.41 14470060.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB4603 N/A 31417BDH7 2042-03-01 4 1669630.42 1538693.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC3400 N/A 3140Y9X66 2056-09-01 6 2274.00 2246.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1029 N/A 3140Y7EB0 2055-09-01 6 919.80 917.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1023 N/A 3140Y7D54 2055-09-01 5.5 36905745.04 35692193.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2702 N/A 3140XJAC7 2052-08-01 4.5 18255361.58 16686678.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9994 N/A 3140QWC83 2055-02-01 6 32778105.21 32667424.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6519 N/A 3140QSG54 2053-06-01 5 807.85 759.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4945 N/A 3140QQP74 2052-10-01 4.5 11122249.47 10166570.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5272 N/A 3140QQ2E4 2052-12-01 5 933.45 884.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD4377 N/A 3140FB2K5 2046-09-01 3.5 2110136.25 1841295.28 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q59594 G N/A 3132Y3UU6 2048-11-01 5 1297245.36 1233402.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4102 N/A 3132E0RX2 2053-10-01 6.5 761.60 786.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7617 N/A 3133BVPA7 2053-02-01 5.5 5332007.42 5196118.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT8491 N/A 3138WWNH8 2043-08-01 3.5 2351679.26 2090359.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ8292 N/A 3140E1GA5 2045-08-01 3.5 1403912.06 1233729.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQG1843 N/A 3133C2BL1 2053-05-01 4.5 1522489.22 1381508.24 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAL9337 N/A 3138ERLT5 2044-10-01 5.96 1418318.25 1476209.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBT8293 N/A 3140LXGB5 2052-08-01 5 758.34 713.62 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM4785 N/A 3131XYJ67 2047-11-01 4 1810930.42 1626219.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ7124 N/A 3138YY4J9 2045-08-01 3.5 2241232.75 1979007.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8218 N/A 3133KQDX1 2052-11-01 6 2830984.22 2825215.62 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q59265 G N/A 3132Y3JK1 2048-10-01 4.5 996035.52 921115.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF8977 N/A 3133BW6N8 2053-03-01 6 1255479.84 1244478.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6911 N/A 3140GVVD4 2047-10-01 4 918696.47 824943.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9876 N/A 3133KR6M1 2053-09-01 5.5 2000.13 1936.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9337 N/A 3140U1LT0 2056-01-01 6.5 3413627.05 3475448.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1586 N/A 31425VXQ1 2054-12-01 5 4112075.69 3829229.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5598 N/A 3142GWGG8 2055-12-01 5 3641643.35 3404746.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX9665 N/A 31426GW35 2055-04-01 6 19098732.06 18958362.73 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-10-01 2026-10-01 2026-10-01 N N N .0395 250000000.00 250000000.00 .0014 N Y Y N Fixed Income Clearing Corporation ("FICC") - JPM Fixed Income Clearing Corporation ("FICC") - JPM, REPO, 3.890%, 10/1/2026 3.890 965TNUII1 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION JPM Y GNMA GNII SF MB0867 M N/A 3618N56D6 2056-01-20 3 148095.30 123752.38 Agency Mortgage-Backed Securities GNMA GNII JM MB0778 M N/A 3618N52L2 2040-11-20 5.5 1447245.21 1408716.01 Agency Mortgage-Backed Securities GNMA GNII SF DP7982 C N/A 3618MN2P5 2056-01-20 6.5 1180041.10 1211901.17 Agency Mortgage-Backed Securities GNMA GNII SF DN1522 C N/A 3618M3VP7 2055-10-20 5.5 3525888.50 3427638.05 Agency Mortgage-Backed Securities GNMA GNAR WB 788119 M N/A 3622AD4C9 2055-08-20 5.265 12962967.69 12919778.32 Agency Mortgage-Backed Securities GNMA GNII SF AR4962 C N/A 36193BQP4 2046-04-20 3 275959.37 230398.94 Agency Mortgage-Backed Securities GNMA GNII SF DV3109 C N/A 3618WSN21 2056-09-20 5.5 1105000.00 1058231.49 Agency Mortgage-Backed Securities GNMA GNII SF DV2315 C N/A 3618WRSC6 2056-09-20 6.5 1487183.00 1527511.11 Agency Mortgage-Backed Securities GNMA GNII SF DS7457 C N/A 3618VUJA4 2056-08-20 6.5 1064103.24 1129623.38 Agency Mortgage-Backed Securities GNMA GNII SF DS5945 C N/A 3618VSTA8 2056-06-20 5.5 1196164.30 1182979.65 Agency Mortgage-Backed Securities GNMA GNII SF DS3554 C N/A 3618VP5P7 2056-07-20 5.5 1433652.20 1408022.16 Agency Mortgage-Backed Securities GNMA GNII SF DS0839 C N/A 3618VL4Y8 2056-07-20 5.5 997991.74 986981.46 Agency Mortgage-Backed Securities GNMA GNII SF DM4954 C N/A 3618LUQF6 2056-05-20 5 1367845.31 1283838.78 Agency Mortgage-Backed Securities GNMA GNII ET DM1753 C N/A 3618LQ5N1 2065-09-20 3 381065.94 317190.78 Agency Mortgage-Backed Securities GNMA GNII SF DK6489 C N/A 3618L6F61 2055-07-20 7 1215200.36 1252551.84 Agency Mortgage-Backed Securities GNMA GNPL PN DJ5815 N/A 3618KSN81 2060-12-15 5.54 1161099.24 1148426.75 Agency Mortgage-Backed Securities GNMA GNII SF AN7494 C N/A 36186QKF8 2045-06-20 3 1161699.19 966928.32 Agency Mortgage-Backed Securities GNMA GNII SF AJ4134 C N/A 36182YSX8 2044-08-20 3.5 619132.08 523432.49 Agency Mortgage-Backed Securities GNMA GNII SF CM0894 C N/A 3617YK7F7 2052-02-20 2.5 523778.00 410728.32 Agency Mortgage-Backed Securities GNMA GNII SF CJ9505 C N/A 3617XSR28 2052-02-20 3.5 1867907.37 1576060.75 Agency Mortgage-Backed Securities GNMA GNII SF BY6428 C N/A 3617QPD92 2050-10-20 3 406278.10 339756.83 Agency Mortgage-Backed Securities GNMA GNII RG CO0464 C N/A 3617FBQR1 2047-04-20 3.5 254853.40 213719.92 Agency Mortgage-Backed Securities GNMA GNII SF MA9577 M N/A 36179YUA0 2039-07-20 6.5 23257.53 23580.26 Agency Mortgage-Backed Securities GNMA GNII SF MA9536 M N/A 36179YSZ8 2054-03-20 3 106407.69 89353.16 Agency Mortgage-Backed Securities GNMA GNII SF MA9308 M N/A 36179YKV5 2053-11-20 7 3204493.21 3305934.29 Agency Mortgage-Backed Securities GNMA GNII SF MA9106 M N/A 36179YDK7 2053-08-20 5.5 5775431.29 5613872.59 Agency Mortgage-Backed Securities GNMA GNII SF MA9017 M N/A 36179YAS3 2053-07-20 5.5 3736843.72 3628776.28 Agency Mortgage-Backed Securities GNMA GNII ET DI7503 C N/A 3618NRKQ3 2065-04-20 7 8484000.17 8669162.53 Agency Mortgage-Backed Securities GNMA GNII SF MB1287 M N/A 3618N6ND5 2056-07-20 6.5 583724.51 590099.43 Agency Mortgage-Backed Securities GNMA GNII SF MB1218 M N/A 3618N6K89 2056-06-20 6 499694130.76 494523961.99 Agency Mortgage-Backed Securities GNMA GNII SF MB0744 M N/A 3618N5ZJ1 2055-11-20 4.5 368221126.31 331947663.16 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M N/A 3618N5XQ7 2055-10-20 5.5 132189250.96 127277171.89 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 159520807.80 138157976.15 Agency Mortgage-Backed Securities GNMA GNII SF MB0527 M N/A 3618N5SR1 2040-08-20 4.5 772347.94 734112.85 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 280488774.07 271566582.12 Agency Mortgage-Backed Securities GNMA GNII SF MA4720 M N/A 36179TG58 2047-09-20 4 110411.54 99972.93 Agency Mortgage-Backed Securities GNMA GNII SF MA8692 M N/A 36179XUR5 2038-07-20 3.5 232137.13 215532.23 Agency Mortgage-Backed Securities GNMA GNII SF MA9878 M N/A 36179Y6P4 2039-11-20 5 58545.66 56866.79 Agency Mortgage-Backed Securities GNMA GNII JM MA8862 M N/A 36179XZ33 2053-01-20 3 355532.34 290491.49 Agency Mortgage-Backed Securities GNMA GNII SF MA8800 M N/A 36179XX50 2053-04-20 5 37557211.64 35818604.86 Agency Mortgage-Backed Securities GNMA GNII SF MA8270 M N/A 36179XFK7 2052-09-20 5.5 54887601.86 53409454.37 Agency Mortgage-Backed Securities GNMA GNII SF MA8178 M N/A 36179XCP9 2037-08-20 5 424290.51 418292.65 Agency Mortgage-Backed Securities GNMA GNII SF MA7590 M N/A 36179WNF1 2051-09-20 3 42682404.30 35657549.26 Agency Mortgage-Backed Securities GNMA GNII JM MA6985 M N/A 36179VXN5 2050-11-20 2 718895.60 539961.13 Agency Mortgage-Backed Securities GNMA GNII SF MA6093 M N/A 36179UXW7 2049-08-20 5 4075757.65 3918298.00 Agency Mortgage-Backed Securities GNMA GNII SF MA4075 M N/A 36179SQ42 2039-10-20 6.5 858313.80 892325.44 Agency Mortgage-Backed Securities GNMA GNMI SF AB3945 X N/A 36178QL26 2043-04-15 3.5 8938.37 7728.66 Agency Mortgage-Backed Securities GNMA GNMI SF 770132 X N/A 36176MLM3 2042-03-15 3.5 257690.91 224419.52 Agency Mortgage-Backed Securities GNMA GNII SF MA8542 M N/A 36179XP34 2038-10-20 7 112406.51 115120.44 Agency Mortgage-Backed Securities GNMA GNII SF MA6067 M N/A 36179UW40 2034-08-20 4.5 281484.28 273858.59 Agency Mortgage-Backed Securities GNMA GNII SF MA6039 M N/A 36179UV82 2049-07-20 3.5 5264886.50 4560262.75 Agency Mortgage-Backed Securities GNMA GNII RG CN0928 C N/A 3617YYA55 2039-02-20 6 1064225.39 1070633.45 Agency Mortgage-Backed Securities GNMA GNII SF CP4685 C N/A 3617FUF26 2040-06-20 5 1386162.84 1317553.01 Agency Mortgage-Backed Securities GNMA GNII SF AU1995 C N/A 36194PGC2 2046-08-20 3 334879.75 279983.47 Agency Mortgage-Backed Securities GNMA GNII SF BY6430 C N/A 3617QPEB6 2050-10-20 3 342514.50 286015.25 Agency Mortgage-Backed Securities GNMA GNII SP 785619 C N/A 3622ABDY5 2051-09-20 2.5 70544980.98 56253477.09 Agency Mortgage-Backed Securities GNMA GNII SF MB1216 M N/A 3618N6K63 2056-06-20 5 1322250841.42 1233471981.89 Agency Mortgage-Backed Securities GNMA GNII SF DM7882 C N/A 3618LXXK1 2055-10-20 6.5 1017001.45 1028924.89 Agency Mortgage-Backed Securities GNMA GNII SF MB0023 M N/A 3618N5AZ2 2054-11-20 4 813628.42 709102.57 Agency Mortgage-Backed Securities GNMA GNII SF MB0238 M N/A 3618N5HQ5 2029-10-20 7.5 20142.51 20454.19 Agency Mortgage-Backed Securities GNMA GNII SF DU8401 C N/A 3618WLKN3 2056-08-20 5.5 20605304.66 19829917.90 Agency Mortgage-Backed Securities GNMA GNII SF DS0156 C N/A 3618VLE50 2056-08-20 5.5 792861.12 767597.04 Agency Mortgage-Backed Securities GNMA GNII SF MB0462 M N/A 3618N5QQ5 2040-06-20 7 127588.81 131044.92 Agency Mortgage-Backed Securities GNMA GNII SF DV2291 C N/A 3618WRRL7 2056-09-20 5.5 1864096.00 1809548.00 Agency Mortgage-Backed Securities GNMA GNII SF MB0788 M N/A 3618N52W8 2040-11-20 6.5 104836.32 107419.39 Agency Mortgage-Backed Securities GNMA GNII JM MB1272 M N/A 3618N6MW4 2056-07-20 5 2225066.79 2064812.53 Agency Mortgage-Backed Securities GNMA GNII ET DP1356 C N/A 3618MFQH4 2065-11-20 4.5 257659.11 230296.48 Agency Mortgage-Backed Securities GNMA GNII SF DM8768 C N/A 3618LYW53 2055-12-20 5 2007740.35 1884474.69 Agency Mortgage-Backed Securities GNMA GNII SF DT0995 C N/A 3618W0C81 2056-06-20 5 1792432.38 1682062.96 Agency Mortgage-Backed Securities GNMA GNII SF MB1144 M N/A 3618N6HW0 2056-05-20 6 181659111.96 179779545.62 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 3000000000.00 3000000000.00 .0169 N Y Y N Standard Chartered Bank Standard Chartered Bank, REPO, 3.900%, 10/1/2026 3.900 966RQU009 RILFO74KP1CM8P6PCT96 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2026-030 JF N/A 38385MGF7 2056-02-20 4.7978 783449.63 745692.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-069 FL N/A 38385FJC6 2055-04-20 4.9478 848065.06 840610.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-041 LF N/A 38385EPZ1 2055-03-20 4.8478 2140904.61 2119147.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-006 FG N/A 38385B4C1 2055-01-20 5.4478 818631.19 812445.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-164 FE N/A 38384XSA2 2054-10-20 4.6978 28085558.39 27667924.79 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-165 FB N/A 38384D5W3 2053-11-20 5.1478 1812898.05 1821857.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-066 FA N/A 38384ARS4 2053-05-20 4.6478 3566891.95 3495322.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-28 KF N/A 38382AEQ4 2049-10-20 3.5 930126.28 786066.67 Agency Collateralized Mortgage Obligation FNMA FNRA CL001FB R22F001 N/A 3136BLLT5 2052-02-25 3 1028474.16 839781.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-083 FE N/A 38384BTG6 2053-06-20 4.7478 2371270.07 2341088.17 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-105 EF N/A 38381NHB7 2055-06-20 4.9978 1253074.41 1243843.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-158 FH N/A 38385YEP1 2056-09-20 4.5288 12207026.49 12109089.62 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-005 FB N/A 38383HQU6 2053-01-20 4.7478 2263203.93 2234569.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-155 CH N/A 38384DTP2 2053-10-20 6.5 2179742.40 2177207.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-043 FA N/A 38383XAF1 2053-03-20 4.5478 3217005.27 3137131.17 Agency Collateralized Mortgage Obligation USTR 5 NOTE AD 31 N/A 91282CRN3 2031-09-30 5 498192.24 496618.94 U.S. Treasuries (including strips) USTR 4 1/2 NOTE P 33 N/A 91282CRJ2 2033-08-31 4.5 179683.43 173386.30 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 116418.25 110570.20 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 22524.00 22284.68 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 1315789.95 1220740.22 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 563486.62 568836.16 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 87106.67 85724.52 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 80.73 80.68 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 112780.56 112916.80 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 1649909.31 1473733.23 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 10278268.51 10270343.96 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 8.07 7.67 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 237914.85 209133.81 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 82491.14 71677.03 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 16.15 9.19 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 311606.29 187200.67 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 16.15 7.09 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 201513.15 86516.75 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 806585.42 346295.75 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 8.07 5.48 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 936045.97 663528.36 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 8.07 5.71 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 62631.26 44273.45 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 217643.24 200722.35 U.S. Treasuries (including strips) USTR BILL 01/19/27 N/A 912797WQ6 2027-01-19 0 24.22 23.92 U.S. Treasuries (including strips) USTR BILL 12/08/26 N/A 912797WE3 2026-12-08 0 750.80 745.18 U.S. Treasuries (including strips) USTR BILL 11/10/26 N/A 912797VW4 2026-11-10 0 8.07 8.04 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 234604.87 233711.26 U.S. Treasuries (including strips) USTR BILL 10/22/26 N/A 912797UL9 2026-10-22 0 426842.00 425884.17 U.S. Treasuries (including strips) USTR BILL 11/27/26 N/A 912797SU2 2026-11-27 0 8.07 8.02 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 781405.52 713838.59 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 1334979.20 1218741.56 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 47970.48 35610.31 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 51910.16 33259.41 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 1284080.39 1181103.61 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 134950.27 78146.09 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 444021.60 372947.51 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 50618.46 50665.80 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 111341.75 101230.80 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 16.15 8.03 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 31 N/A 91282CQP9 2031-04-15 1.25 356342.25 336476.42 U.S. Treasuries (including strips) USTR BILL 12/31/26 N/A 912797VJ3 2026-12-31 0 82265.09 81425.00 U.S. Treasuries (including strips) USTR BILL 11/03/26 N/A 912797VP9 2026-11-03 0 549343.52 547382.37 U.S. Treasuries (including strips) USTR BILL 12/17/26 N/A 912797VH7 2026-12-17 0 7483.78 7420.00 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 23492.78 12328.49 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 19475259.99 19401625.95 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 100914000.00 100914000.00 .0006 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.900%, 10/1/2026 3.900 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNMI SF AD3522 X N/A 36180E4F9 2043-05-15 2.5 2505.96 2058.84 Agency Mortgage-Backed Securities GNMA GNPL PN CI8956 N/A 3617XD5R0 2058-04-15 4.35 66038.59 62052.58 Agency Mortgage-Backed Securities GNMA GNII SF BS1728 C N/A 3617MB4M8 2050-01-20 4 1876.74 1608.40 Agency Mortgage-Backed Securities GNMA GNII JM MA8479 M N/A 36179XM45 2052-12-20 4 74357.19 63693.05 Agency Mortgage-Backed Securities GNMA GNII SF MA7707 M N/A 36179WR42 2051-11-20 3.5 226138.70 194024.62 Agency Mortgage-Backed Securities GNMA GNII SF MA8047 M N/A 36179W5G9 2052-05-20 5 106.21 101.48 Agency Mortgage-Backed Securities GNMA GNII SF MA6656 M N/A 36179VMD9 2050-05-20 3 44.90 37.53 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 49.94 46.47 Agency Mortgage-Backed Securities GNMA GNII SF MA5817 M N/A 36179UPA4 2049-03-20 4 23.83 21.39 Agency Mortgage-Backed Securities GNMA GNII SF MA6217 M N/A 36179U4A7 2049-10-20 2.5 69.10 55.88 Agency Mortgage-Backed Securities GNMA GNII SF MA4262 M N/A 36179SWX1 2047-02-20 3.5 59.81 52.14 Agency Mortgage-Backed Securities GNMA GNII SF MA0534 M N/A 36179MSX9 2042-11-20 3.5 14699.73 13010.57 Agency Mortgage-Backed Securities GNMA GNMI SF AA8254 X N/A 36178GE34 2027-07-15 2.5 9144.49 9090.93 Agency Mortgage-Backed Securities GNMA GNMI SF AA6941 X N/A 36178EWA3 2027-10-15 3 61.06 61.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA6051 N/A 31418FWM5 2056-05-01 4 178.16 156.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3081 N/A 3140X6M73 2033-04-01 3 27.44 26.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5600 N/A 3140QRGJ6 2053-02-01 5.5 127.84 124.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH7547 N/A 3133CLL46 2053-12-01 6.5 80.71 81.63 Agency Mortgage-Backed Securities GNMA GNMI SF 550051 X N/A 36213CBU3 2031-06-15 7 46.14 46.81 Agency Mortgage-Backed Securities GNMA GNMI SF 567944 X N/A 36213X5D2 2032-12-15 6 51.77 52.20 Agency Mortgage-Backed Securities GNMA GNMI SF 619625 X N/A 36290WLE0 2033-08-15 5 1213.69 1216.95 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8705 N/A 3132A9U62 2033-07-01 3.5 25.11 24.03 Agency Mortgage-Backed Securities GNMA GNII SF MA6768 M N/A 36179VQV5 2050-07-20 4 44.80 40.18 Agency Mortgage-Backed Securities GNMA GNII SF MA9966 M N/A 36180ACB7 2054-10-20 6 270105.72 269263.07 Agency Mortgage-Backed Securities GNMA GNII SF DQ5932 C N/A 3618MYSV0 2056-03-20 5 361.23 340.62 Agency Mortgage-Backed Securities GNMA GNII SF DQ7544 C N/A 3618N1LZ9 2056-01-20 6.5 88976.41 90942.71 Agency Mortgage-Backed Securities GNMA GNII SF DS5532 C N/A 3618VSED8 2056-06-20 5 216716.01 203407.65 Agency Mortgage-Backed Securities GNMA GNII SF DU6641 C N/A 3618WJLW7 2056-08-20 5.5 383064.57 371977.36 Agency Mortgage-Backed Securities GNMA GNII SF DT6765 C N/A 3618W6QS9 2056-09-20 5.5 266000.36 258104.03 Agency Mortgage-Backed Securities GNMA GNII SF DU5931 C N/A 3618WHSU8 2056-08-20 5.5 186386.01 180619.33 Agency Mortgage-Backed Securities GNMA GNII SF DP1307 C N/A 3618MFNY0 2056-02-20 7 469582.36 496277.59 Agency Mortgage-Backed Securities GNMA GNII SF DS5716 C N/A 3618VSK58 2056-07-20 6 57250.59 58278.89 Agency Mortgage-Backed Securities GNMA GNII SF DU6202 C N/A 3618WH3K7 2056-09-20 6 213914.18 215705.36 Agency Mortgage-Backed Securities GNMA GNII SF MB1594 M N/A 3618N6XY8 2038-11-20 2.5 12156.30 10822.12 Agency Mortgage-Backed Securities GNMA GNII SF DU2989 C N/A 3618WEKA7 2056-07-20 6 521413.46 521044.99 Agency Mortgage-Backed Securities GNMA GNII SF DT0543 C N/A 3618VYS81 2056-08-20 5.5 176838.41 171367.84 Agency Mortgage-Backed Securities GNMA GNII SF DT8541 C N/A 3618W8P23 2056-08-20 6 320697.30 322325.91 Agency Mortgage-Backed Securities GNMA GNII SF MB0998 M N/A 3618N6DC8 2056-03-20 6 390406.34 386366.94 Agency Mortgage-Backed Securities GNMA GNII SF DQ5282 C N/A 3618MX2P3 2056-06-20 5.5 310566.85 300806.53 Agency Mortgage-Backed Securities REFC 8.625 RFPR 30 A N/A 76116FAB3 2030-01-15 0 33598181.82 28318597.13 Agency Debentures and Agency Strips REFC RFIN 04/15/28 N/A 76116EHK9 2028-04-15 0 1818181.82 1681989.09 Agency Debentures and Agency Strips FCSB 3 5/8 FCSB 27 HR N/A 3133ETVJ3 2027-08-27 3.625 363636.36 361456.70 Agency Debentures and Agency Strips GNMA GNMI SF 620562 X N/A 36290XMK3 2033-09-15 4.5 3357.52 3253.45 Agency Mortgage-Backed Securities GNMA GNII SP 788563 C N/A 3622AEML7 2056-04-20 5 681996.34 634701.11 Agency Mortgage-Backed Securities GNMA GNII SP 788529 C N/A 3622AELJ3 2056-03-20 6 1953501.45 1937368.13 Agency Mortgage-Backed Securities GNMA GNII SP 786291 C N/A 3622AB2Y7 2052-08-20 5 408515.40 383919.83 Agency Mortgage-Backed Securities GNMA GNII JP 784390 M N/A 3622A22X9 2032-10-20 3.5 15575.55 14937.80 Agency Mortgage-Backed Securities GNMA GNMI SF 565049 X N/A 36213UWJ5 2031-08-15 7 154.40 156.75 Agency Mortgage-Backed Securities GNMA GNMI SF 485687 X N/A 36209YRG5 2031-08-15 7 8465.58 8587.58 Agency Mortgage-Backed Securities GNMA GNII SF DU2481 C N/A 3618WDXJ6 2056-09-20 5.5 941634.91 913912.76 Agency Mortgage-Backed Securities GNMA GNII SF DU2185 C N/A 3618WDNA6 2056-08-20 5.5 578853.98 564365.58 Agency Mortgage-Backed Securities GNMA GNII SF DU0328 C N/A 3618WBLH7 2056-07-20 6 54052.57 53745.47 Agency Mortgage-Backed Securities GNMA GNII ET DT8629 C N/A 3618W8SS3 2066-08-20 6 1123273.08 1110640.00 Agency Mortgage-Backed Securities GNMA GNII SF DT8613 C N/A 3618W8SA2 2056-08-20 6 486169.95 487141.48 Agency Mortgage-Backed Securities GNMA GNII SF DT7353 C N/A 3618W7E27 2056-09-20 5.5 186554.91 182261.83 Agency Mortgage-Backed Securities GNMA GNII SF DT6138 C N/A 3618W5ZB8 2056-07-20 6 313060.02 315487.59 Agency Mortgage-Backed Securities GNMA GNII SF DT3028 C N/A 3618W2LH7 2056-07-20 5.5 705704.82 684752.13 Agency Mortgage-Backed Securities GNMA GNII SF DT1006 C N/A 3618W0DK3 2056-06-20 5.5 347274.06 337339.43 Agency Mortgage-Backed Securities GNMA GNII SF DS8377 C N/A 3618VVJW4 2056-09-20 6 1153266.91 1154962.60 Agency Mortgage-Backed Securities GNMA GNII SF DS8371 C N/A 3618VVJQ7 2056-09-20 6 614749.82 618809.22 Agency Mortgage-Backed Securities GNMA GNII SF DS0172 C N/A 3618VLFM2 2056-09-20 5.5 198501.45 192609.05 Agency Mortgage-Backed Securities GNMA GNII SF DS0895 C N/A 3618VL7G4 2056-08-20 5.5 606512.67 588503.22 Agency Mortgage-Backed Securities GNMA GNII SF DS0894 C N/A 3618VL7F6 2056-08-20 5.5 789940.67 766485.40 Agency Mortgage-Backed Securities GNMA GNII SF DS0890 C N/A 3618VL7B5 2056-07-20 6 417526.80 417231.75 Agency Mortgage-Backed Securities GNMA GNII SF DR9941 C N/A 3618VKBJ5 2056-07-20 5.5 182350.48 180340.17 Agency Mortgage-Backed Securities GNMA GNII SF DR9054 C N/A 3618VJBX7 2056-07-20 6 64796.88 65476.56 Agency Mortgage-Backed Securities GNMA GNII SF DR8912 C N/A 3618VH3V4 2056-06-20 5 347417.57 326030.12 Agency Mortgage-Backed Securities GNMA GNPL PN DR7547 N/A 3618VGL46 2061-07-15 4.83 112918.70 106862.85 Agency Mortgage-Backed Securities GNMA GNII SF DR1966 C N/A 3618VAFF1 2056-04-20 5 180.61 169.52 Agency Mortgage-Backed Securities GNMA GNII SF MB1340 M N/A 3618N6P27 2056-08-20 3.5 1146489.81 958201.15 Agency Mortgage-Backed Securities GNMA GNII SF MB1284 M N/A 3618N6NA1 2056-07-20 5 361975.76 337671.90 Agency Mortgage-Backed Securities GNMA GNII SF MB1144 M N/A 3618N6HW0 2056-05-20 6 47236.34 46747.60 Agency Mortgage-Backed Securities GNMA GNII SF MB1072 M N/A 3618N6FN2 2056-04-20 6 37048673.42 36665343.14 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 153.82 148.57 Agency Mortgage-Backed Securities GNMA GNII SF MB0260 M N/A 3618N5JE0 2055-03-20 6 1370721.86 1362077.17 Agency Mortgage-Backed Securities GNMA GNII SF DQ6148 C N/A 3618MYZM2 2056-05-20 5.5 78380.13 77515.64 Agency Mortgage-Backed Securities GNMA GNII SF DQ5933 C N/A 3618MYSW8 2056-03-20 5 361.15 340.54 Agency Mortgage-Backed Securities GNMA GNII SF DQ6288 C N/A 3618MY6Z5 2056-06-20 5.5 448547.33 435234.69 Agency Mortgage-Backed Securities GNMA GNII SF DP3311 C N/A 3618MHVC5 2056-02-20 6.5 180.86 184.86 Agency Mortgage-Backed Securities GNMA GNII SF DP1276 C N/A 3618MFMZ8 2056-01-20 7.5 385479.77 413072.66 Agency Mortgage-Backed Securities GNMA GNII SF DN6683 C N/A 3618M9M82 2056-03-20 5.5 292227.50 287405.03 Agency Mortgage-Backed Securities GNMA GNII ET DJ4997 C N/A 3618KRRS5 2065-04-20 6.5 78969.50 79726.27 Agency Mortgage-Backed Securities GNMA GNMI SF AD8332 X N/A 36180MHH3 2043-06-15 3 10199.57 8717.09 Agency Mortgage-Backed Securities USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 15640203.23 14721235.47 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 100000000.00 100000000.00 .0006 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.890%, 10/1/2026 3.890 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNMI SP 781577 X N/A 36225BXE3 2033-03-15 6.5 680.42 696.57 Agency Mortgage-Backed Securities GNMA GNMI SF 567349 X N/A 36213XH23 2031-12-15 6 6370.15 6520.06 Agency Mortgage-Backed Securities GNMA GNMI SF 563642 X N/A 36213TEP4 2032-09-15 6.5 18629.24 18970.56 Agency Mortgage-Backed Securities GNMA GNMI SF 557549 X N/A 36213LL65 2030-12-15 7.5 2002.43 2011.19 Agency Mortgage-Backed Securities GNMA GNMI SF 554146 X N/A 36213GTB7 2031-10-15 6 9941.69 9949.32 Agency Mortgage-Backed Securities GNMA GNMI SF 550617 X N/A 36213CVJ6 2036-01-15 6 1236.67 1250.65 Agency Mortgage-Backed Securities GNMA GNMI BD 500680 X N/A 36210SFV5 2029-11-15 6 1186.81 1186.34 Agency Mortgage-Backed Securities GNMA GNMI BD 500649 X N/A 36210SEW4 2029-08-15 6 1668.18 1669.67 Agency Mortgage-Backed Securities GNMA GNII BD 491532 C N/A 36210GA95 2034-01-20 6.5 7979.76 7729.77 Agency Mortgage-Backed Securities GNMA GNMI SF AF0698 X N/A 36181FX30 2043-08-15 2.75 124276.65 103954.97 Agency Mortgage-Backed Securities GNMA GNII JM MA9992 M N/A 36180AC50 2039-10-20 4.5 1294528.27 1206234.97 Agency Mortgage-Backed Securities GNMA GNII RG CM2592 C N/A 3617YM2Z4 2043-08-20 3 15342.29 12891.88 Agency Mortgage-Backed Securities GNMA GNII RG CM1120 C N/A 3617YLG57 2046-12-20 3 11603.64 9633.84 Agency Mortgage-Backed Securities GNMA GNII SF CK8212 C N/A 3617Y4DR0 2052-02-20 3.5 55082.57 46374.54 Agency Mortgage-Backed Securities GNMA GNII RG CJ8713 C N/A 3617XRVE9 2047-12-20 3 15597.70 12949.86 Agency Mortgage-Backed Securities GNMA GNMI SF BB4357 X N/A 3617AUZW3 2047-07-15 4 11102.18 9761.95 Agency Mortgage-Backed Securities GNMA GNII SF AO1103 C N/A 3617A1GL2 2045-09-20 3.5 6056.66 5120.60 Agency Mortgage-Backed Securities GNMA GNII JM MA9412 M N/A 36179YN59 2054-01-20 6.5 339103.59 338892.02 Agency Mortgage-Backed Securities GNMA GNII FS MA8857 M N/A 36179XZW9 2053-03-20 3.5 757084.18 618802.33 Agency Mortgage-Backed Securities GNMA GNII SF MA4585 M N/A 36179TCW3 2047-07-20 3 3000402.27 2551532.09 Agency Mortgage-Backed Securities GNMA GNII SF MA4323 M N/A 36179SYU5 2047-03-20 4.5 325686.82 303644.99 Agency Mortgage-Backed Securities GNMA GNII SF MA3739 M N/A 36179SEL7 2046-06-20 5 719.84 698.84 Agency Mortgage-Backed Securities GNMA GNII SF MA2415 M N/A 36179QVG3 2029-12-20 3.5 13349.30 13106.87 Agency Mortgage-Backed Securities GNMA GNMI SF 748501 X N/A 3620C4RW2 2040-06-15 5 79394.01 76496.51 Agency Mortgage-Backed Securities GNMA GNMI SF 740320 X N/A 3620AUPD0 2042-12-15 3 92757.54 79751.97 Agency Mortgage-Backed Securities GNMA GNII SF 738937 C N/A 3620AS4W6 2037-01-20 6.5 3428.95 3531.38 Agency Mortgage-Backed Securities GNMA GNII SF 723503 C N/A 3620A9X89 2032-10-20 6.5 914.52 914.13 Agency Mortgage-Backed Securities GNMA GNII SF BX4936 C N/A 3617Q9PV6 2050-08-20 3 533344.43 441762.08 Agency Mortgage-Backed Securities GNMA GNMI SF 489510 X N/A 36210DYF2 2028-12-15 7.375 3223.71 3240.09 Agency Mortgage-Backed Securities GNMA GNMI SF 529971 X N/A 36212CW80 2030-06-15 7.5 826.66 836.70 Agency Mortgage-Backed Securities GNMA GNMI SF 552256 X N/A 36213EQH2 2031-12-15 6 6435.11 6569.87 Agency Mortgage-Backed Securities GNMA GNMI SF 565062 X N/A 36213UWX4 2031-12-15 6 8859.61 8878.83 Agency Mortgage-Backed Securities GNMA GNII ET CY4691 C N/A 3618G4F88 2063-11-20 7.5 172060.72 177776.52 Agency Mortgage-Backed Securities GNMA GNPL PN 595357 N/A 36200AME6 2032-11-15 7.2 274806.92 276425.26 Agency Mortgage-Backed Securities GNMA GNMI SP 781594 X N/A 36225BXX1 2033-01-15 6.5 2752.70 2805.63 Agency Mortgage-Backed Securities GNMA GNMI SF 521330 X N/A 36211SEB9 2035-05-15 5 4367.59 4281.96 Agency Mortgage-Backed Securities GNMA GNMI SF 652195 X N/A 36292LRQ9 2036-02-15 6 1915.79 1916.37 Agency Mortgage-Backed Securities GNMA GNII SF CV6600 C N/A 3618F3KM4 2053-08-20 7 89940.68 92741.33 Agency Mortgage-Backed Securities GNMA GNII SF 004041 M N/A 36202EP29 2037-10-20 7 2481.38 2581.85 Agency Mortgage-Backed Securities GNMA GNMI SF 689552 X N/A 36296FBV4 2038-06-15 6 739.04 738.28 Agency Mortgage-Backed Securities GNMA GNII JM 004335 M N/A 36202EY86 2039-01-20 5 2804.94 2673.97 Agency Mortgage-Backed Securities GNMA GNMI SF 692340 X N/A 36296JEM3 2039-02-15 5 14429.61 13918.19 Agency Mortgage-Backed Securities GNMA GNMI SF 716792 X N/A 3620A2KD7 2039-04-15 4.5 12204.10 11395.72 Agency Mortgage-Backed Securities GNMA GNII SF 004473 M N/A 36202E6J3 2038-11-20 7 1986.94 2034.91 Agency Mortgage-Backed Securities GNMA GNMI SF 722760 X N/A 3620A85V1 2039-08-15 6.5 12419.45 12699.03 Agency Mortgage-Backed Securities GNMA GNII JM 005029 M N/A 36202FSS6 2041-04-20 4 26000.51 22904.43 Agency Mortgage-Backed Securities GNMA GNMI SF 736157 X N/A 3620APZW8 2041-05-15 5 5170.39 4938.46 Agency Mortgage-Backed Securities GNMA GNII SP 787352 C N/A 3622ADBV9 2053-11-20 6 26840272.42 27094727.14 Agency Mortgage-Backed Securities GNMA GNII SF MA3171 M N/A 36179RQY8 2045-10-20 2.5 45461.06 37910.79 Agency Mortgage-Backed Securities GNMA GNII SF MA2727 M N/A 36179RA41 2030-03-20 4.5 4486.28 4433.93 Agency Mortgage-Backed Securities GNMA GNII JM MA5920 M N/A 36179USH6 2049-05-20 3 5340.90 4417.99 Agency Mortgage-Backed Securities GNMA GNII SF MA4963 M N/A 36179TQQ1 2048-01-20 4 660556.61 593714.38 Agency Mortgage-Backed Securities GNMA GNII ET CZ5828 C N/A 3618GHPM7 2063-11-20 7 116850.76 120072.21 Agency Mortgage-Backed Securities GNMA GNII SF DD3756 C N/A 3618HWE52 2054-09-20 7.5 1499271.61 1605257.62 Agency Mortgage-Backed Securities GNMA GNII RG CJ2360 C N/A 3617XJTR1 2047-10-20 3 11089.17 9372.70 Agency Mortgage-Backed Securities GNMA GNII SF MA3780 M N/A 36179SFV4 2031-07-20 4 1723.39 1701.24 Agency Mortgage-Backed Securities GNMA GNII ET DA1385 C N/A 3618GQRE3 2063-12-20 7 264998.13 272303.57 Agency Mortgage-Backed Securities GNMA GNII SF AS8114 C N/A 36193UAP9 2046-10-20 3.75 185211.20 159236.59 Agency Mortgage-Backed Securities GNMA GNII BD DJ1465 C N/A 3618KMTW5 2055-03-20 5.5 1215782.51 1156949.04 Agency Mortgage-Backed Securities GNMA GNPL PN DP3544 N/A 3618MH5D2 2061-10-15 4.65 25000000.00 23271095.83 Agency Mortgage-Backed Securities GNMA GNII ET DO1854 C N/A 3618NXBX5 2065-11-20 5.5 340327.44 326986.11 Agency Mortgage-Backed Securities GNMA GNII SF DL7646 C N/A 3618LKP77 2055-09-20 7.5 2041281.05 2207195.70 Agency Mortgage-Backed Securities GNMA GNPL PN DG0422 N/A 3618JVPF8 2061-09-15 5.56 27704600.00 27577238.88 Agency Mortgage-Backed Securities GNMA GNII ET DH3483 C N/A 3618KB2Q1 2065-03-20 7 8434253.93 8667476.99 Agency Mortgage-Backed Securities GNMA GNPL PN DS7483 N/A 3618VUJ48 2061-10-15 5.25 11760000.00 11399193.40 Agency Mortgage-Backed Securities GNMA GNII RG DT0033 C N/A 3618VYBA4 2054-04-20 6 2341239.10 2372120.82 Agency Mortgage-Backed Securities GNMA GNII SF MA4513 M N/A 36179TAN5 2047-06-20 5 71891.16 69695.23 Agency Mortgage-Backed Securities GNMA GNPL PN CQ7041 N/A 3618A9ZE8 2065-07-15 6.14 560910.31 571162.69 Agency Mortgage-Backed Securities GNMA GNII SF DS6809 C N/A 3618VTR67 2056-06-20 5.5 578991.18 563884.46 Agency Mortgage-Backed Securities GNMA GNII ET DU0256 C N/A 3618WBH90 2066-07-20 6 1052985.38 1041148.06 Agency Mortgage-Backed Securities GNMA GNII SF DP7332 C N/A 3618MNED9 2056-03-20 5 10570356.44 9921196.79 Agency Mortgage-Backed Securities GNMA GNII ET DR3137 C N/A 3618VBPW1 2064-07-20 6.5 283850.08 286592.67 Agency Mortgage-Backed Securities GNMA GNII RG DO4721 C N/A 3618V1G60 2054-01-20 6.5 1539863.58 1590204.98 Agency Mortgage-Backed Securities GNMA GNII ET DN7094 C N/A 3618M93B6 2065-06-20 5 313236.03 293275.00 Agency Mortgage-Backed Securities GNMA GNII ET DP1121 C N/A 3618MFG69 2066-01-20 5.5 1800412.55 1729839.18 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 85500378.29 82277916.57 Agency Mortgage-Backed Securities GNMA GNPL PN DS2237 N/A 3618VNPW5 2061-09-15 5.84 6347680.00 6380608.23 Agency Mortgage-Backed Securities GNMA GNII RG DU7293 C N/A 3618WKC61 2055-06-20 6 28507444.45 28883467.13 Agency Mortgage-Backed Securities GNMA GNMI SF 716302 X N/A 3620A1X78 2039-06-15 5 553.83 536.49 Agency Mortgage-Backed Securities GNMA GNPL PN 610154 N/A 36202UZT3 2033-10-15 5.85 259622.53 260558.08 Agency Mortgage-Backed Securities GNMA GNII SF 005063 M N/A 36202FTU0 2041-05-20 6 20528.66 20939.01 Agency Mortgage-Backed Securities GNMA GNII JM 004613 M N/A 36202FDS2 2040-01-20 5.5 3093.30 2943.11 Agency Mortgage-Backed Securities GNMA GNII JM 004554 M N/A 36202FBX3 2039-10-20 5 19182.36 18164.69 Agency Mortgage-Backed Securities GNMA GNII JM 004364 M N/A 36202EZ51 2039-02-20 6 73427.28 71662.34 Agency Mortgage-Backed Securities GNMA GNII SF 004058 M N/A 36202EQK8 2037-12-20 5 1617.65 1569.45 Agency Mortgage-Backed Securities GNMA GNII SF 004427 M N/A 36202E4L0 2039-04-20 6.5 2652.21 2754.45 Agency Mortgage-Backed Securities GNMA GNII SF 003162 M N/A 36202DQP9 2031-11-20 7 1715.33 1756.75 Agency Mortgage-Backed Securities GNMA GNII SF 003173 M N/A 36202DQ20 2031-12-20 6.5 40786.28 41809.45 Agency Mortgage-Backed Securities GNMA GNMI SF 594822 X N/A 36201VYT3 2032-07-15 6.5 15650.77 15905.19 Agency Mortgage-Backed Securities GNMA GNMI SF 574308 X N/A 36200WAH4 2031-12-15 6 26162.18 26184.92 Agency Mortgage-Backed Securities GNMA GNPL RX 602347 N/A 36200JEU0 2033-06-15 6 289293.49 290410.26 Agency Mortgage-Backed Securities GNMA GNMI SF AX8707 X N/A 36196LU82 2047-01-15 3 30004.01 25372.43 Agency Mortgage-Backed Securities GNMA GNII SF DV1985 C N/A 3618WRF22 2053-09-20 6 1363282.00 1339483.64 Agency Mortgage-Backed Securities GNMA GNII ET DT4246 C N/A 3618W3WF7 2066-02-20 6.5 1160733.34 1171948.47 Agency Mortgage-Backed Securities GNMA GNII SF DT3990 C N/A 3618W3NF7 2056-07-20 6 2774424.94 2785925.86 Agency Mortgage-Backed Securities GNMA GNII SF DT0924 C N/A 3618W0AZ3 2056-06-20 6.5 1154030.62 1197834.29 Agency Mortgage-Backed Securities GNMA GNII SF DS9611 C N/A 3618VWVC2 2056-09-20 6.5 1147508.00 1174332.27 Agency Mortgage-Backed Securities GNMA GNII ET DS9785 C N/A 3618VW2S9 2066-05-20 6.5 1107721.33 1118425.37 Agency Mortgage-Backed Securities GNMA GNII SF DR9934 C N/A 3618VKBB2 2056-08-20 5 1323086.52 1241828.87 Agency Mortgage-Backed Securities GNMA GNII SF DR6765 C N/A 3618VFQS0 2056-05-20 6.5 1212963.65 1239770.28 Agency Mortgage-Backed Securities GNMA GNII ET DR4790 C N/A 3618VDKB8 2066-04-20 6 21796620.13 21551589.79 Agency Mortgage-Backed Securities GNMA GNII ET DR4718 C N/A 3618VDG31 2066-04-20 6.5 1049989.39 1060134.50 Agency Mortgage-Backed Securities GNMA GNPL PN DO6599 N/A 3618V3KL8 2061-07-15 6.03 22516131.66 22913034.77 Agency Mortgage-Backed Securities GNMA GNII JM MB1131 M N/A 3618N6HH3 2056-05-20 5.5 5273312.96 5045076.36 Agency Mortgage-Backed Securities GNMA GNII JM MB0986 M N/A 3618N6CY1 2056-03-20 6 1090292.42 1066179.88 Agency Mortgage-Backed Securities GNMA GNII JM MB0858 M N/A 3618N55U9 2056-01-20 4.5 2149811.55 1911891.91 Agency Mortgage-Backed Securities GNMA GNII ET DQ6063 C N/A 3618MYWY9 2066-04-20 6.5 2161179.63 2182061.18 Agency Mortgage-Backed Securities GNMA GNII SF DQ5353 C N/A 3618MX5N5 2056-07-20 5 1067283.54 999777.61 Agency Mortgage-Backed Securities GNMA GNII ET DQ2454 C N/A 3618MUWP6 2066-03-20 6.5 5429616.58 5482083.57 Agency Mortgage-Backed Securities GNMA GNII ET DP8340 C N/A 3618MPHR0 2066-02-20 5.5 1399860.73 1344984.17 Agency Mortgage-Backed Securities GNMA GNII SF DN9083 C N/A 3618MCCU7 2055-11-20 6.5 944318.19 971515.60 Agency Mortgage-Backed Securities GNMA GNII ET DM9703 C N/A 3618M0X89 2065-11-20 6 8664543.16 8567849.74 Agency Mortgage-Backed Securities GNMA GNII SF DM9392 C N/A 3618M0NH0 2055-10-20 7.5 2278984.73 2441901.75 Agency Mortgage-Backed Securities GNMA GNII BD DM3788 C N/A 3618LTF53 2055-08-20 4.5 2192542.50 2001754.03 Agency Mortgage-Backed Securities GNMA GNII SF DL5351 C N/A 3618LG5L7 2055-11-20 6.5 2197506.12 2306091.74 Agency Mortgage-Backed Securities GNMA GNCL CL DJ0360 N/A 3618KLMH7 2067-12-15 4.9 4983790.00 4139183.23 Agency Mortgage-Backed Securities GNMA GNII ET DG9604 C N/A 3618K6U57 2065-08-20 6.5 1800417.47 1845010.41 Agency Mortgage-Backed Securities GNMA GNII SF DG4214 C N/A 3618K0VF7 2055-04-20 6.5 6622854.13 6767305.94 Agency Mortgage-Backed Securities GNMA GNPL PN DG0413 N/A 3618JVN60 2060-12-15 5.09 59697.46 57316.09 Agency Mortgage-Backed Securities GNMA GNII ET DF4754 C N/A 3618JNH73 2064-10-20 7 248080.82 254919.89 Agency Mortgage-Backed Securities GNMA GNCL CL DD4707 N/A 3618HXGQ2 2067-08-15 5.79 16411040.00 16483021.56 Agency Mortgage-Backed Securities GNMA GNII SF DD2636 C N/A 3618HU4V0 2054-08-20 7 2886054.08 3047017.66 Agency Mortgage-Backed Securities GNMA GNII ET DD0887 C N/A 3618HS6Y7 2063-12-20 8 99597.91 103560.86 Agency Mortgage-Backed Securities GNMA GNII SF DA8063 C N/A 3618GX5Y8 2054-03-20 6 2520.19 2547.40 Agency Mortgage-Backed Securities GNMA GNII ET CZ7105 C N/A 3618GJ3N5 2064-01-20 7 836076.17 858821.53 Agency Mortgage-Backed Securities GNMA GNII ET CX1974 C N/A 3618FNFP9 2063-10-20 7 2084635.73 2142015.09 Agency Mortgage-Backed Securities GNMA GNCL CL CV7756 N/A 3618F4TM3 2068-01-15 5.53 4059810.00 3978835.96 Agency Mortgage-Backed Securities GNMA GNII SF AJ4118 C N/A 36182YSF7 2044-08-20 3.5 1867.76 1579.02 Agency Mortgage-Backed Securities GNMA GNMI SF 687842 X N/A 36296DEP9 2038-08-15 6.5 8054.47 8315.95 Agency Mortgage-Backed Securities GNMA GNMI SF 651850 X N/A 36292LEX8 2036-06-15 6 3617.80 3645.02 Agency Mortgage-Backed Securities GNMA GNMI SF 639402 X N/A 36291VKP7 2028-09-15 5.7 3532.15 3541.11 Agency Mortgage-Backed Securities GNMA GNMI SF 636507 X N/A 36291SDL1 2035-04-15 6 2017.37 2060.12 Agency Mortgage-Backed Securities GNMA GNII SP 783578 M N/A 36241L6P6 2041-05-20 4.5 94821.72 89077.90 Agency Mortgage-Backed Securities GNMA GNMI SP 782387 X N/A 36241KUL0 2038-08-15 5 12996.75 12699.07 Agency Mortgage-Backed Securities FHLB 3.875 FHLB 27 G8130 N/A 3130B6R24 2027-06-04 3.875 285000.00 287288.01 Agency Debentures and Agency Strips FHLB 0.83 FHOR 21-27 5383 N/A 3130AKYH3 2027-02-10 0.83 14000000.00 13835790.89 Agency Debentures and Agency Strips FHLB 3.95 FHOR 23-33 CD N/A 3130AEY46 2033-09-28 3.95 4465000.00 4072452.58 Agency Debentures and Agency Strips FHLB 3.75 FHLB 38 X N/A 3130AECN8 2038-06-11 3.75 7995000.00 6895265.10 Agency Debentures and Agency Strips USTR 5 1/2 TPRN 28 N/A 912803BP7 2028-08-15 0 4631500.00 4230981.77 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0394 400000000.00 400000000.00 .0023 N Y Y N Fixed Income Clearing Corporation ("FICC") - MS Fixed Income Clearing Corporation ("FICC") - MS, REPO, 3.900%, 10/1/2026 3.900 N/A N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - MS Y FNMA FNMS 04.500 CLMA3564 N/A 31418C6A7 2049-01-01 4.5 46848.65 43028.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA2539 N/A 31418BZD1 2046-02-01 4 3045567.08 2752651.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA1179 N/A 31418AJZ2 2042-09-01 3.5 47.94 41.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5391 N/A 3140UL7D7 2056-07-01 5.5 107183.70 102983.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4259 N/A 3140UKWV1 2056-07-01 5.5 1458724.24 1407092.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3179 N/A 3140UJQ90 2056-08-01 5.5 13314171.47 12858634.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDH0516 N/A 3140UFSE5 2056-06-01 4 6704614.18 5872787.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0225 N/A 3140UFHB3 2056-06-01 5 1007628.79 937791.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9856 N/A 3140UD5S4 2056-05-01 5.5 2895453.48 2810641.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7930 N/A 3140UBY49 2056-05-01 5.5 2484207.09 2412765.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7223 N/A 3140UBAZ6 2056-06-01 5.5 4986.23 4801.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4448 N/A 3140U75J7 2056-03-01 5.5 7926.58 7620.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDG1927 N/A 3140U5D94 2041-03-01 5 568012.07 552583.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG1051 N/A 3140U4EZ8 2056-01-01 4.5 1108613.06 1004478.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9742 N/A 3140QVZG2 2055-01-01 6 38604554.20 38265387.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9643 N/A 3140QVWD2 2054-12-01 5 141515.67 132875.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8713 N/A 3140QUVF0 2054-06-01 6 1592.66 1589.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7984 N/A 3140QT2S7 2054-02-01 5.5 722.67 699.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7054 N/A 3140QSZU8 2053-09-01 6 71714053.35 71406495.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6935 N/A 3140QSV57 2053-08-01 6.5 30237091.00 30587088.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6688 N/A 3140QSNE7 2053-07-01 4.5 11895598.18 10941987.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB6366 N/A 3140QSCC3 2038-05-01 4.5 24702.86 23689.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB5664 N/A 3140QRJJ3 2053-02-01 4 3339.31 2935.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6257 N/A 3140QR5T6 2053-05-01 5.5 107705035.11 104387564.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAB3852 N/A 31417AH69 2041-11-01 4 25653.33 22816.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAB0532 N/A 31416VSW5 2038-12-01 5.5 1387.79 1385.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL942986 N/A 31413ECX1 2037-09-01 5.5 21.56 21.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL930071 N/A 31412NJQ0 2038-10-01 6 50.36 51.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP925921 N/A 31412HVN6 2038-02-01 5.5 106392.22 102509.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL900527 N/A 31410XPL4 2036-09-01 6 134.91 137.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL890365 N/A 31410LFE7 2041-07-01 5.5 252.06 250.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CICC3094 N/A 3140Y9NL4 2041-07-01 5 22962594.18 22469605.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CICC3091 N/A 3140Y9NH3 2041-07-01 5 120708354.82 117514626.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CICC3090 N/A 3140Y9NG5 2041-07-01 5 91498649.69 89224155.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2848 N/A 3140Y9EW0 2056-06-01 5.5 1648.24 1589.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1696 N/A 3140Y73E6 2055-12-01 5.5 118976259.47 115088776.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1681 N/A 3140Y72P2 2055-12-01 5 105202608.28 98298768.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8306 N/A 3140XQGQ4 2054-06-01 5 191015.64 180270.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8131 N/A 3140XQA98 2054-06-01 5.5 188487.35 181836.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7430 N/A 3140XPHG7 2052-09-01 3.5 972388.75 838932.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 358668479.89 336647948.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5180 N/A 3140XLXJ2 2052-09-01 5 9122.73 8581.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4629 N/A 3140QQEB7 2052-09-01 5.5 67923481.71 65573842.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB3758 N/A 3140QPE86 2037-05-01 2 1692348.89 1494752.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3655 N/A 3140QPBZ9 2052-05-01 5 1422.69 1336.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2773 N/A 3140QNCK6 2052-02-01 2 1204720.37 905381.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB2481 N/A 3140QMXK5 2036-12-01 2.5 15836783.26 14278917.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2280 N/A 3140QMRA4 2051-12-01 2 1386.51 1063.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1805 N/A 3140QMAF1 2051-10-01 2.5 192247.03 154632.73 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2604 N/A 3140QM3N2 2052-01-01 2 102090855.08 77562517.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6943 N/A 3140QEWD0 2050-09-01 2 31568.04 24023.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6361 N/A 3140QEB76 2050-07-01 2.5 431193.93 345925.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA5371 N/A 3140QC6H4 2050-03-01 4 161497.26 143325.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3302 N/A 3140QAU40 2049-04-01 4 22188588.76 19858325.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7764 N/A 3140NCTW9 2053-03-01 5 560.70 527.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW8287 N/A 3140N1F57 2052-09-01 6 149049.41 148411.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW4527 N/A 3140MWA55 2056-06-01 4 3766968.10 3300844.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW4319 N/A 3140MVYR3 2056-07-01 5 11269667.81 10615641.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW4465 N/A 3140MV6B9 2056-08-01 5 11769776.16 11061150.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBW4446 N/A 3140MV5G9 2041-07-01 4.5 1415060.38 1346401.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV8355 N/A 3140MNH90 2052-05-01 4 3310.39 2924.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV0902 N/A 3140MEAC0 2052-01-01 2.5 49026.24 38807.25 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFS2038 N/A 3140XHHQ3 2036-10-01 1.5 1184773.68 1024502.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1575 N/A 3140XGXD6 2052-04-01 3.5 2433.54 2105.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS0088 N/A 3140XFC25 2050-03-01 4 28657188.94 25713442.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS0844 N/A 3140XF5E7 2050-01-01 4.5 1631.79 1536.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM9318 N/A 3140XDK88 2036-11-01 2 787409.24 698417.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM5166 N/A 3140X8W45 2050-12-01 3 53911.55 44597.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3745 N/A 3140X7ET2 2050-07-01 3 407.56 339.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3657 N/A 3140X7B32 2035-06-01 3.5 532.07 501.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3241 N/A 3140X6S77 2050-03-01 3 486093.59 404484.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2614 N/A 3140X53Y7 2050-03-01 3 407042.60 339232.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA7025 N/A 3140W7YX2 2052-07-01 3 137206600.00 112321530.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6984 N/A 3140W7XN5 2051-08-01 4 27241660.00 24728895.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6831 N/A 3140W7SV3 2052-06-01 2.5 13977981.07 11204664.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6394 N/A 3140W7C81 2056-07-01 5 39076405.66 36732008.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6109 N/A 3140W6YF3 2056-06-01 6 60752803.15 60084603.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6102 N/A 3140W6X80 2056-03-01 6 10248372.37 10157595.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6062 N/A 3140W6WY4 2056-06-01 5 117151399.11 109426292.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6247 N/A 3140W65H1 2055-09-01 5.5 20007729.03 19315132.60 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBU5169 N/A 3140M6W74 2054-10-01 7.5 1889831.72 1983109.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR2236 N/A 3140L0PW1 2051-08-01 2.5 679.84 538.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ8430 N/A 3140KULL4 2050-12-01 2.5 836041.73 660570.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 595.56 519.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM3051 N/A 3140J7L94 2047-11-01 4.5 1057439.46 976982.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM1662 N/A 3140J5Z44 2031-04-01 3.5 44.25 43.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBM1036 N/A 3140J5EJ4 2032-02-01 2.5 1040.56 981.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBM1753 N/A 3140J55P0 2037-05-01 4 1040.60 983.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH9255 N/A 3140GYH93 2048-02-01 3.5 176.19 153.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBH8883 N/A 3140GX2R1 2056-08-01 5.5 2995.18 2913.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0738 N/A 3140FXZC9 2063-06-01 4.5 704.71 638.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0561 N/A 3140FXTT9 2061-09-01 3 62189.22 49840.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U4BF0202 N/A 3140FXGL0 2051-01-01 4.5 268268.47 244206.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF7616 N/A 3140BYPA6 2055-09-01 6.5 1739948.99 1805185.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF3906 N/A 3140BUKU5 2055-12-01 4.5 1513462.74 1377829.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8693 N/A 3140BMUT5 2055-09-01 6 1336423.40 1331989.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4519 N/A 3140BHAV3 2055-08-01 6.5 2451646.78 2523571.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0959 N/A 3140BDB58 2055-06-01 6.5 24941.43 25225.36 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE0217 N/A 3140BCG30 2055-06-01 7 1863071.46 1940971.86 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFA4354 N/A 3140W4ZU4 2036-11-01 2 11456830.08 10112899.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4255 N/A 3140W4WR4 2055-12-01 6 22949518.84 22784771.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4369 N/A 3140W42B2 2056-01-01 5.5 104724744.63 100845484.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA3110 N/A 3140W3N47 2040-10-01 4.5 43308.83 41156.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA2841 N/A 3140W3EP0 2052-08-01 3 2414871.19 1976752.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA3548 N/A 3140W35J4 2055-02-01 4 930.04 819.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2127 N/A 3140W2LH2 2055-06-01 5.5 29365054.91 28181483.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2035 N/A 3140W2HM6 2054-11-01 6 407400.75 405801.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFA1529 N/A 3140W1VX8 2038-03-01 2 59553668.01 52624069.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI5956 N/A 3140V0TN6 2056-09-01 6.5 1595716.00 1616227.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI5552 N/A 3140V0E28 2056-09-01 6 2990.00 2962.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI4131 N/A 3140UXSV8 2056-09-01 6 1397890.00 1391305.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI2717 N/A 3140UWAT4 2056-09-01 6.5 1133846.00 1152543.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI1855 N/A 3140UVBZ1 2056-09-01 5.5 3990.00 3828.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH8456 N/A 3140UQME7 2056-10-01 5 1869190.00 1749538.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7689 N/A 3140UPRK0 2056-09-01 6 15214440.00 15078214.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7354 N/A 3140UPE40 2056-09-01 5.5 5228096.12 5038355.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6914 N/A 3140UNVG9 2056-07-01 5.5 1652173.42 1589819.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2158 N/A 3142GSMG0 2054-08-01 6 8908893.74 8875604.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 11938437.56 9783032.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA8507 N/A 3140YWNZ2 2054-01-01 7 187.85 194.44 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P20586 G N/A 31283YRE0 2034-11-01 6 13825.89 13782.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9846 N/A 3133KR5F7 2053-09-01 5.5 16388737.17 15887349.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5978 N/A 3140XMUC8 2053-10-01 5.5 28698777.60 27786574.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAL7926 N/A 3138EQYY2 2043-11-01 3.5 9079071.64 8019266.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1000 N/A 3142GRDE7 2054-03-01 5.5 33306468.87 32193651.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 REAA6417 N/A 31416QDX0 2040-01-01 4 2562.52 2327.34 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD3984 N/A 3132E0M90 2051-05-01 2 851.03 635.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4923 N/A 3133BSPG1 2052-12-01 6 8815610.94 8769173.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5172 N/A 31417BXA0 2042-05-01 3.5 168.63 151.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDA9706 N/A 3140YXYC9 2039-02-01 6.5 677510.34 696594.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5099 N/A 3140QQUZ6 2052-11-01 4.5 8838705.74 8044654.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAT3973 N/A 3138WRMX5 2033-04-01 3 107536.41 100122.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4443 N/A 31418D5D0 2036-10-01 2.5 595790.53 535597.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA1614 N/A 31418AYL6 2043-10-01 4.5 316.21 293.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8068 N/A 3132DV6D2 2050-06-01 3 5953.00 4923.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS7401 N/A 3138WHGK2 2046-06-01 4 282336.98 254476.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9288 N/A 3133BKJ91 2052-09-01 4.5 1284.93 1174.07 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM5159 N/A 3131XYWU9 2047-12-01 4 958.09 858.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6423 N/A 3140QED58 2050-07-01 3 30862.18 25642.32 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q28607 G N/A 3132M9GQ1 2044-09-01 3.5 6222.66 5532.13 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J31729 G N/A 31307M4N3 2030-05-01 3 1443.89 1401.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5177 N/A 3133KYXE4 2042-07-01 4.5 2858.19 2670.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC4305 N/A 3133ANYA6 2051-07-01 3 1990770.84 1642419.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5086 N/A 3140X8UL9 2050-12-01 2 3994.78 3031.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS9510 N/A 3138WKR80 2032-04-01 3 402200.96 381528.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM1147 N/A 3140X4HZ2 2049-05-01 5 396745.00 375240.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1731 N/A 3140AN4R7 2054-10-01 5.5 12955864.40 12513947.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0676 N/A 3140FXXE7 2062-09-01 3.5 808.28 678.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4121 N/A 3140QPSK4 2052-07-01 4 471327.16 415035.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5468 N/A 31418FCE5 2054-09-01 4.5 1335438.69 1208024.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE1671 N/A 3133BA2C4 2052-05-01 4 1219.12 1075.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0580 N/A 3132DMUD5 2051-04-01 3 2820778.10 2340446.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 380117.21 356642.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4818 N/A 3140QQK87 2052-10-01 4 14825.37 13064.15 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFM5933 N/A 3140X9SX4 2051-02-01 1.5 970617.05 695484.32 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI8146 N/A 3133WFBP1 2054-06-01 7.5 75358.94 79082.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 785.32 737.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC9062 N/A 3140F5B85 2046-11-01 3 213661.35 182932.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8305 N/A 3138WJGP7 2046-11-01 3 132578.31 112453.67 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ1731 N/A 3142GR4R8 2054-06-01 7 2471073.77 2567180.96 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0385 N/A 3132CWNA8 2035-07-01 3 684516.26 637285.78 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G15971 G N/A 3128ME2C4 2028-07-01 2.5 64.60 63.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7434 N/A 3131XBHK8 2030-06-01 3 60084.14 58073.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4628 N/A 31418EEA4 2037-06-01 2.5 18721.66 16841.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR7745 N/A 3140L6TB0 2051-04-01 2 352868.50 271666.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8191 N/A 3132D6C40 2037-10-01 4.5 950.95 906.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA2161 N/A 31418BMK9 2030-01-01 3.5 171.97 168.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM3388 N/A 3140X6XS5 2034-03-01 4 1713.72 1684.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3877 N/A 3140ARJX9 2054-10-01 6 535092.37 530411.56 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8080 N/A 3132DV6R1 2050-06-01 2 349463.87 266414.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0440 N/A 3140QKP28 2051-05-01 2.5 1557780.41 1245340.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8549 N/A 3140BMQB9 2055-09-01 5.5 1690458.70 1631356.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA0708 N/A 3142JNYE0 2055-11-01 6 6112059.88 6131443.26 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLMA5287 N/A 31418E2V1 2054-01-01 8 10872.74 11465.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4679 N/A 3140QQFV2 2052-09-01 5 837.21 796.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7905 N/A 3140QTYB9 2053-10-01 5.5 34065441.68 33030893.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9933 N/A 3140U2BB8 2056-01-01 6 1013947.96 1008603.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDC8851 N/A 3140AWZR3 2054-11-01 4 998621.46 884643.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5948 N/A 31418FTE7 2041-01-01 3.5 9503083.76 8661770.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA7024 N/A 3140W7YW4 2052-07-01 3 166463230.00 136262583.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3507 N/A 3140W33R8 2055-11-01 5.5 24670136.74 23920178.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3586 N/A 3130G22U3 2056-08-01 6 1988.89 1973.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6204 N/A 3142JU3N8 2056-02-01 5.5 1662066.77 1615292.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB3912 N/A 3142K5K28 2056-05-01 6 4998231.00 4962095.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 66136060.63 63732183.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1715 N/A 3132CX3Y6 2040-08-01 6 887576.05 896702.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3373 N/A 3140W3XB0 2053-07-01 2.5 76900.85 60876.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5304 N/A 3142GV3N9 2055-11-01 4.5 24816181.66 22455765.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3467 N/A 3140BFZ99 2055-07-01 6 6246647.36 6163650.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2406 N/A 3140Y8U87 2056-04-01 6 4515508.09 4530866.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2200 N/A 31426YNS1 2055-09-01 6 994.63 989.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0056 N/A 3142J6B28 2055-10-01 5.5 528193.23 508011.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0432 N/A 3140Y6PS3 2055-05-01 5.5 105684.61 102013.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL6549 N/A 31427UH30 2056-09-01 6 73400000.00 72736121.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5762 N/A 3140U9ML9 2056-04-01 5 1203225.53 1123205.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH4586 N/A 3140ULCY5 2041-06-01 5 692895.35 674074.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9210 N/A 3142KBGU8 2056-07-01 5.5 1775318.63 1728932.32 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3895 N/A 31427RKH2 2048-01-01 3.5 7916845.21 6853299.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5605 N/A 31418FGP6 2055-01-01 3.5 83154.00 70714.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW4389 N/A 3140MV2X5 2056-06-01 6 13936.32 13845.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6036 N/A 3140UMV63 2056-08-01 5.5 1998.12 1930.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5129 N/A 3142GVVX6 2055-10-01 6 989.55 984.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0155 N/A 3142J6E58 2056-09-01 5.5 297456.88 285430.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5173 N/A 3133WPXA8 2041-03-01 4.5 1157904.85 1104831.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2452 N/A 3140BSWN3 2055-12-01 5 5249341.42 4903655.37 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLMA5764 N/A 31418FMN4 2055-06-01 7.5 482.72 504.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5481 N/A 3140W6CT7 2055-12-01 5.5 21414046.72 20614008.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6698 N/A 31427UNQ2 2056-09-01 5 113992190.00 106668166.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA6027 N/A 31418FVV6 2056-04-01 4 111955622.07 98066544.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8451 N/A 3142JXL93 2056-03-01 6 6607951.81 6561731.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3617 N/A 3140W4AT4 2053-12-01 3.5 91395.41 77771.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4964 N/A 3133WPQR9 2041-02-01 6 1304723.89 1318253.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB9350 N/A 3142KBL81 2056-07-01 6.5 1256183.68 1277815.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC7140 N/A 3130G6ZE4 2056-10-01 6 3888630.00 3860547.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6702 N/A 31427UNU3 2055-09-01 5.5 12147100.00 11795885.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ4236 N/A 3133CUV52 2054-09-01 5.5 777.60 755.77 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH9048 N/A 3133CNBR2 2054-01-01 7.5 960904.56 1014901.31 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH4670 N/A 3133CHFK6 2053-11-01 7 2046088.89 2164213.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8701 N/A 3133BWU27 2053-03-01 5.5 639.74 621.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7882 N/A 3133BVXK6 2053-02-01 5.5 4044257.91 3921860.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4067 N/A 3133BDQU2 2052-06-01 5 1541722.88 1449445.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE3023 N/A 3133BCLC9 2052-06-01 4 1356301.68 1196417.07 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD0652 N/A 3133AWWM2 2051-11-01 2 36643.77 27814.06 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G60989 G N/A 31335BC20 2046-12-01 3 837043.62 711465.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBE5041 N/A 3140FQS73 2046-11-01 3.5 690591.16 607793.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG5569 N/A 3133C6FJ3 2053-06-01 5.5 676.03 656.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 15595.60 15070.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6837 N/A 3130G6PX3 2056-10-01 5.5 1092700.00 1055396.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6216 N/A 3130G5YN7 2056-09-01 5.5 4980.00 4796.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6657 N/A 3130G6JB8 2056-10-01 5.5 7950.00 7682.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA1645 N/A 3142JPZK0 2055-12-01 6.5 1199759.98 1226069.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6171 N/A 3142GW2D0 2055-11-01 5.5 465598.26 447694.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF4778 N/A 3140BVJY7 2055-12-01 6 3563062.87 3603251.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6261 N/A 3140UM5X3 2056-08-01 6 6993.00 6990.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDG6164 N/A 3140U9Z68 2041-04-01 5 1619817.16 1575819.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3388 N/A 3140Y9XS8 2056-09-01 5.5 140009220.00 134963225.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCC2507 N/A 3140Y8YD2 2046-04-01 5 7573956.36 7200831.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH5909 N/A 3140UMR76 2056-08-01 6 30254756.24 29952793.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0582 N/A 3133W4UF7 2056-08-01 6 1035649.32 1032877.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7398 N/A 3142K9GG4 2056-07-01 5.5 3051744.29 2947565.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5800 N/A 3142K7NS4 2056-06-01 5.5 997.13 972.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9699 N/A 3142KBX54 2056-07-01 5 1127132.81 1052676.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0802 N/A 3142JN3L8 2055-12-01 5.5 543035.40 521943.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4545 N/A 3140W5BP8 2052-01-01 2.5 953.42 755.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6017 N/A 3140W6VK5 2048-03-01 3 3031586.87 2619678.09 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO6329 N/A 3133WRA68 2041-10-01 4.5 1445520.00 1373666.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIFA6633 N/A 3140W7LP3 2041-08-01 5 15846.74 15439.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH7504 N/A 3140UPKS0 2056-07-01 6.5 2846413.38 2900874.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3701 N/A 31427RDF4 2052-11-01 3.5 20864540.61 17862580.64 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL5784 N/A 31427TNA0 2052-03-01 2 513886.67 391360.22 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q20179 G N/A 3132JMFU8 2043-07-01 3.5 446572.08 401840.93 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U89026 G N/A 3132H1A49 2033-12-01 3.5 135782.95 129473.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8467 N/A 3132DWMQ3 2054-10-01 4.5 4102477.21 3710629.10 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 227067.07 179055.76 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 17790.80 13401.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8179 N/A 3132DWCQ4 2051-11-01 3 2922.93 2419.33 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8113 N/A 3132DWAN3 2050-12-01 2 1944858.69 1473485.45 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD7549 N/A 3132DVL60 2052-01-01 2 2775.07 2137.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1576 N/A 3142K2XE5 2056-05-01 4.5 2532596.67 2292007.58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB1188 N/A 3142K2KA7 2056-04-01 4 301362.01 263974.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1071 N/A 3142K2FM7 2056-04-01 4.5 2161407.62 1955425.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB1724 N/A 3142K24J6 2056-05-01 6 2981.71 2961.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5601 N/A 3142JUGK0 2056-01-01 5 326505.88 304630.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA4582 N/A 3142JTCU5 2056-01-01 6 1993944.20 2001033.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4062 N/A 3142JSQQ1 2055-12-01 5.5 1704413.50 1668643.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1260 N/A 3142JPMJ7 2055-12-01 5.5 4455117.15 4296642.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0629 N/A 3142JNVX1 2055-11-01 5.5 1408414.63 1376303.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0082 N/A 3142JCCU2 2041-05-01 4 21085.40 19625.45 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0016 N/A 3142JCAS9 2040-08-01 4.5 82270.30 78222.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0011 N/A 3142JCAM2 2040-07-01 6 2892.74 2920.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0133 N/A 3142J6EF6 2056-07-01 3.5 99139.70 84308.34 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0083 N/A 3142J6CV3 2056-01-01 4.5 22262.44 20124.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0095 N/A 3142J6C92 2056-02-01 5.5 34751.44 33398.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0040 N/A 3142J6BJ1 2055-08-01 5.5 109857.44 105705.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0061 N/A 3142J6B77 2055-11-01 4 18317959.61 16048588.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6809 N/A 31427UR70 2056-02-01 5.5 32211700.00 31098095.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4236 N/A 31427RV64 2056-02-01 5 1316520.27 1234296.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0867 N/A 3142K16D9 2056-04-01 5 256716.87 241030.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB8178 N/A 3142KACQ3 2056-07-01 6 632380.68 628463.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6423 N/A 3142GXD53 2056-04-01 5.5 241165496.37 232426034.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI5518 N/A 3140V0DY9 2056-10-01 5.5 1464280.00 1409017.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW4341 N/A 3140MVZF8 2056-06-01 4.5 4974.36 4535.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ7474 N/A 3142GYJU0 2056-09-01 6 36299326.95 35831549.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8329 N/A 3132D6HE3 2039-09-01 6 6235.12 6291.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8318 N/A 3132D6G38 2039-08-01 5 8336.64 8118.03 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8119 N/A 3132D6AU4 2036-09-01 2 293654.85 259282.88 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8049 N/A 3132D55J7 2035-06-01 2.5 407574.55 370856.11 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8049 N/A 3132D55J7 2035-06-01 2.5 9202.87 8373.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB2006 N/A 3132CYGP9 2041-06-01 5 6441847.12 6269970.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTZS8916 N/A 3132A93Z8 2029-01-01 6.5 2.13 2.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4758 N/A 3132A5JB2 2048-03-01 3 2907.72 2444.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4713 N/A 3132A5GW9 2047-04-01 3.5 1660.88 1450.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA7009 N/A 31329QYE5 2049-05-01 4.5 429.50 393.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN1509 N/A 3131Y7VA2 2048-11-01 4.5 139610.13 129350.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 273.22 253.39 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0187 N/A 3131XTF47 2045-09-01 4 120867.19 108501.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI0375 N/A 3131WCMY1 2033-08-01 5 24.25 23.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC7515 N/A 3130G7GZ6 2056-10-01 5.5 1990.00 1932.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC7119 N/A 3130G6YR6 2056-10-01 5.5 1618140.00 1562899.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC6912 N/A 3130G6SA0 2056-09-01 5 1495750.00 1395844.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC6888 N/A 3130G6RJ2 2056-10-01 5.5 1138630.00 1099758.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6779 N/A 3130G6M57 2056-10-01 6 7774200.00 7702781.01 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD2925 N/A 3140B3HB1 2055-04-01 7 1170830.71 1225708.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD0836 N/A 3140B04W5 2055-01-01 6 2589642.28 2555167.24 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC7844 N/A 3140AVWE7 2055-01-01 7 11291073.11 11651144.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8122 N/A 3140AJAY4 2054-07-01 5.5 6781197.17 6555943.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB7883 N/A 3140AHXM9 2054-07-01 6.5 867123.18 893258.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6333 N/A 3142GXBB2 2056-03-01 5.5 9045311.59 8688334.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ7118 N/A 3142GX4C8 2056-08-01 6 146282758.40 145007075.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6146 N/A 3142GWZL6 2056-02-01 5 113520476.47 106063064.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6029 N/A 3142GWVX4 2056-03-01 5.5 2004.70 1930.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5572 N/A 3142GWFN4 2055-12-01 5 948354.33 885760.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6191 N/A 3142GW2Z1 2056-03-01 5 41863143.42 39042981.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4801 N/A 3142GVKP5 2055-09-01 6 23712708.39 23661188.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3503 N/A 3142GT3M6 2055-02-01 6 2823254.29 2811171.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB5007 N/A 3140AER50 2054-06-01 4.5 622005.04 566775.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA2948 N/A 3140A3H22 2053-10-01 5.5 505312.23 489728.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA1013 N/A 3140A1DT1 2053-09-01 5.5 945723.06 915971.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL826305 N/A 31407CAE7 2035-07-01 5 32596.20 31934.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL745818 N/A 31403DSF7 2036-09-01 6.5 15.55 15.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745398 N/A 31403DDB2 2035-06-01 6 106995.96 107833.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV0691 N/A 3138XBXV1 2043-12-01 4 439702.69 401902.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8186 N/A 3138WJCY2 2046-10-01 3 18808.36 15936.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS8009 N/A 3138WH3T7 2031-10-01 2.5 18354.42 17352.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO6754 N/A 3138LXQG7 2042-06-01 3.5 1625282.91 1435562.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO0747 N/A 3138LQZM9 2042-04-01 3.5 2599.18 2314.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8841 N/A 3138ETZF6 2031-02-01 3.5 244.43 242.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL9432 N/A 3138ERPS3 2046-10-01 3 226641.03 191610.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL9105 N/A 3138ERDK3 2046-10-01 4.5 112169.26 103750.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL6614 N/A 31427UK44 2056-09-01 4.5 19956730.00 18039187.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6536 N/A 31427UHN6 2056-07-01 5 50834970.00 47394752.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2295 N/A 3142GSRR1 2054-09-01 5.5 33801963.81 32686044.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2636 N/A 3142GS4W5 2054-10-01 5 750840.06 699622.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1768 N/A 3142GR6E5 2054-06-01 5.5 91949.14 88902.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0226 N/A 3142GQHC9 2053-11-01 6 1685316.15 1671783.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6701 N/A 31427UNT6 2056-10-01 5.5 62174720.00 59950827.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6697 N/A 31427UNP4 2056-09-01 5 101725440.00 95321190.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6674 N/A 31427UMY6 2055-09-01 5.5 12035850.00 11631897.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6657 N/A 31427UMF7 2055-04-01 5 797830.00 746459.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6651 N/A 31427UL92 2056-09-01 6.5 27152384.00 27547752.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5527 N/A 31427TD94 2056-06-01 5 1033930.42 969348.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4693 N/A 31427SGB8 2055-01-01 5 19677668.40 18314139.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4308 N/A 31427RYE4 2056-02-01 5 14934061.31 13955533.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4014 N/A 31427RN89 2056-02-01 5.5 69308112.23 66979051.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3916 N/A 31427RK66 2056-01-01 5.5 107275405.30 103638185.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4464 N/A 31427R6A3 2056-03-01 5.5 81676244.77 78423207.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1576 N/A 31427NXE4 2055-06-01 5.5 17128.32 16498.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1564 N/A 31427NW21 2052-06-01 3 213876943.29 175074675.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 21592541.43 20828609.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1180 N/A 31427NJ26 2055-05-01 6 24531715.62 24477852.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0611 N/A 31427MVD0 2055-02-01 5 23598107.48 22143042.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3824 N/A 31425YHA8 2054-12-01 6 2120083.94 2124399.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0524 N/A 31425USN6 2054-12-01 5.5 396325.28 382096.63 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6138 N/A 31418FZC4 2056-07-01 7 140593460.48 144959855.97 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLMA5963 N/A 31418FTV9 2055-12-01 7.5 707099.76 746280.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA5959 N/A 31418FTR8 2036-01-01 5 279561.61 275739.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5941 N/A 31418FS73 2056-01-01 3.5 120952.63 102858.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL5083 N/A 3138EMUH2 2029-02-01 4 1228.66 1217.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL1558 N/A 3138EHWU2 2027-01-01 4 484.49 484.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK9431 N/A 3138EEPR4 2042-03-01 3.5 2937441.32 2626775.89 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL535428 N/A 31384VYZ9 2030-08-01 8 72.69 74.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5714 N/A 3133WQK36 2041-06-01 4.5 1039344.68 990844.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9063 N/A 3133WGB87 2054-07-01 6.5 2331.21 2368.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0966 N/A 3133W5CB3 2056-08-01 5.5 1968.21 1895.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0130 N/A 3133W4EB4 2056-07-01 6 2107830.42 2104838.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0087 N/A 3133W4CY6 2056-08-01 6 4784.00 4780.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0823 N/A 3133W44G4 2056-08-01 6.5 3522724.78 3573808.21 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3JRE0004 N/A 3133LWAD4 2049-07-01 4 848986.69 752134.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB5426 N/A 3133L0A36 2046-10-01 5 1389670.00 1318682.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9476 N/A 3133KRQ56 2053-07-01 5.5 88214325.59 85565827.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9874 N/A 3133KR6K5 2053-09-01 6.5 38508628.55 39767980.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA6599 N/A 3133KNKL6 2052-01-01 3.5 188852.52 162180.77 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA3723 N/A 3133KKD48 2050-10-01 2 248102.58 189006.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB9996 N/A 3142KCDA3 2056-07-01 4 6073333.36 5319512.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB9760 N/A 3142KBZ29 2056-07-01 6.5 1711104.28 1737753.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CNMA5842 N/A 31418FP43 2035-07-01 6 1554097.26 1571878.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5731 N/A 31418FLM7 2055-06-01 3.5 42369.47 36030.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5583 N/A 31418FFZ5 2055-01-01 4 54585392.41 47840942.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 N/A 31418FEB9 2054-11-01 4.5 730159.65 661718.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CTMA6185 N/A 31418F2T3 2046-08-01 6.5 35156871.75 35775249.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA6168 N/A 31418F2A4 2041-07-01 6.5 845756.94 866495.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 65471900.29 61471749.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4963 N/A 31418EQR4 2053-03-01 3.5 63338.93 53888.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 36460.96 32107.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4565 N/A 31418ECB4 2052-03-01 3.5 9505.74 8116.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CNMA5345 N/A 31418E5F3 2034-03-01 6 69182.30 69997.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3955 N/A 31418DMD1 2035-03-01 2.5 323.64 294.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3685 N/A 31418DCX8 2049-06-01 3 100813.19 84314.78 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA1859 N/A 3133KHB47 2049-12-01 3 367.34 306.11 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN9489 N/A 3133GGRJ4 2037-02-01 2 620020.02 547794.58 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN9455 N/A 3133GGQG1 2037-02-01 2 3350293.39 2971523.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9290 N/A 3142KBKC3 2056-07-01 6 2471955.55 2468072.93 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB9817 N/A 3142KB4B3 2056-07-01 4 2099948.51 1845775.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB7854 N/A 3142K9WQ4 2056-06-01 4.5 199994.96 180720.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB7868 N/A 3142K9W68 2056-06-01 4 1816118.26 1599906.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7864 N/A 3142K9W27 2056-07-01 6 3363904.98 3328881.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8059 N/A 3142K95V3 2056-07-01 5.5 3661106.70 3534705.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8015 N/A 3142K93Z6 2056-07-01 5.5 6526886.83 6307541.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6902 N/A 3142K8U47 2056-07-01 5.5 8207546.67 7902960.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5005 N/A 3142K6R37 2056-06-01 6.5 1097449.83 1118486.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4500 N/A 3142K6AA9 2056-06-01 5.5 9944861.33 9559951.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4168 N/A 3142K5T29 2056-05-01 4.5 2448091.46 2231895.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB3460 N/A 3142K4Z25 2056-05-01 6 3454040.50 3418071.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB2346 N/A 3142K3TC2 2056-04-01 4.5 249990.95 225899.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6487 N/A 3130G6CZ2 2056-10-01 6 10301100.00 10230149.45 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTC7178 N/A 3130G62L4 2056-08-01 4 1698410.00 1487603.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC6390 N/A 3130G57C1 2056-10-01 6 2000.00 1981.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC3470 N/A 3130G2W89 2056-09-01 5.5 1059630.00 1019703.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC3133 N/A 3130G2LP3 2056-08-01 6 1988.13 1982.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC2607 N/A 3130G1YD8 2056-08-01 6 1025338.10 1015703.34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC2433 N/A 3130G1SX1 2056-08-01 6.5 9661859.38 9779445.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1693 N/A 3130G0XX7 2056-08-01 5.5 1075428.34 1041301.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1058 N/A 3130G0B45 2056-07-01 6 3539697.77 3514386.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1857 N/A 3130G05T7 2056-08-01 5.5 2403822.68 2323038.75 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91362 G N/A 3128P7QP1 2031-03-01 4.5 31244.58 30828.75 Agency Mortgage-Backed Securities FMAC 02.000 FGPC G16386 G N/A 3128MFJ74 2030-03-01 2 27497.53 26953.93 Agency Mortgage-Backed Securities FMAC 05.000 FGPC L00016 G N/A 3128DFAR9 2035-11-01 5 31.28 30.77 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G01228 G N/A 31283HLH6 2031-04-01 7 18.19 18.77 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4417 N/A 31418D4B5 2036-09-01 1.5 12784092.66 11005548.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3414 N/A 31418CYL2 2048-07-01 3.5 88441.22 76754.37 Agency Mortgage-Backed Securities USTR 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 243300.00 236215.47 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 66058900.00 64320459.68 U.S. Treasuries (including strips) USTR BILL 12/22/26 N/A 912797WG8 2026-12-22 0 4518200.00 4477188.30 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 5000000000.00 5000000000.00 .0282 N Y Y N Fixed Income Clearing Corporation ("FICC") - CREDITAG Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO, 3.900%, 10/1/2026 3.900 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") FICCCRAG N UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 48273437.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 28865000.00 27868255.47 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 33765627.50 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 33819000.00 22838395.13 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 47691405.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 19820000.00 18904872.94 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 47224861.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 25895000.00 24457755.84 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 49414060.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 22424000.00 22161217.63 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 52352241.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 52352241.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 52352241.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 52352241.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 49190131.85 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 1300000.00 1278943.43 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 47019530.00 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 50000000.00 47019530.00 U.S. Treasuries (including strips) UST - 3.7500 - 11/30/2032 N/A 91282CPM7 2032-11-30 3.75 49984000.00 47004483.75 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 48192851.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 48192851.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 48192851.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 48192851.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 48192851.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 19000000.00 18313283.66 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 47897485.41 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 49361000.00 47285355.55 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 8200000000.00 8200000000.00 .0463 N Y Y N Fixed Income Clearing Corporation ("FICC") - BARCLAYS Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO, 3.900%, 10/1/2026 3.900 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - BARCLAYS Y USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 50000000.00 29082662.50 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 101381600.00 56938897.32 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 63000.00 41718.85 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 100.00 72.04 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 100.00 64.36 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 100.00 64.07 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 100.00 70.89 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 100.00 71.84 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 2000200.00 1516168.10 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 124971000.00 98116138.02 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 100.00 71.32 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 1066300.00 791555.01 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 5412600.00 4070276.55 U.S. Treasuries (including strips) USTR 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 114742000.00 106940289.82 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 151000000.00 137939028.50 U.S. Treasuries (including strips) USTR BILL 12/01/26 N/A 912797VZ7 2026-12-01 0 800.00 794.61 U.S. Treasuries (including strips) USTR BILL 06/10/27 N/A 912797VF1 2027-06-10 0 19000000.00 18447233.00 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 100.00 99.62 U.S. Treasuries (including strips) USTR 4 1/2 NOTE P 33 N/A 91282CRJ2 2033-08-31 4.5 100.00 96.50 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 200.00 192.31 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 9943900.00 9812741.09 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 54508600.00 52085476.47 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 100.00 95.47 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 89046600.00 84525347.93 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 12622600.00 12169780.00 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 50093800.00 47651702.20 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 115305200.00 112073877.52 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 3693200.00 3619652.38 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 200.00 176.68 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 14853900.00 14177478.15 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 1999500.00 1983061.85 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 50020000.00 46696812.02 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 100000000.00 93465960.87 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 121562600.00 115158884.84 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 707500.00 676563.38 U.S. Treasuries (including strips) USTR 5 1/8 BOND 46 N/A 912810UX4 2046-08-15 5.125 6000.00 5646.82 U.S. Treasuries (including strips) USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 87700.00 81365.34 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 78114000.00 68873992.58 U.S. Treasuries (including strips) USTR 5 NOTE AD 31 N/A 91282CRN3 2031-09-30 5 31948700.00 31847806.01 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 169790200.00 151861161.38 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 24947200.00 21745420.22 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 100.00 89.99 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 164807500.00 143787086.21 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 366785800.00 326565719.71 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 482374200.00 398351970.57 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 100.00 78.60 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 543473600.00 350031780.71 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 93223000.00 57699583.45 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 100.00 51.11 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 432300.00 215646.26 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 100.00 47.27 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 90000600.00 38640452.60 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 4400.00 3867.72 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 100.00 94.61 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 1364000.00 1347677.45 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 140486000.00 129757927.10 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 675000.00 593011.46 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 65435200.00 50472574.50 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 1300.00 914.60 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 16826500.00 15375824.34 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 400.00 251.64 U.S. Treasuries (including strips) USTR 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 200.00 198.54 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 214864400.00 144659552.23 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 19999200.00 15602520.87 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 12919300.00 9025280.87 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 731600.00 439516.20 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 2383800.00 2273584.21 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 3103600.00 3000906.85 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 9836000.00 9517480.81 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 14485500.00 13055773.91 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 33699300.00 25743965.22 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 3004100.00 1769525.30 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-10-01 2026-10-01 2026-10-01 N N N .0395 3000000000.00 3000000000.00 .0169 N Y Y N Federated Hermes Money Market Obligations Trust 2026-10-07 Stephen Van Meter Stephen Van Meter Chief Compliance Officer